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In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM). The Cram\'er-Rao Bound (CRB), which is the inverse of the FIM, is then not defined. To regularize…

Information Theory · Computer Science 2018-07-24 Elisabeth de Carvalho , Dirk Slock

We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…

Information Theory · Computer Science 2012-06-01 Swarnendu Kar , Hao Chen , Pramod K. Varshney

A usual assumption in quantum estimation is that the unknown parameter labels the possible states of the system, while it influences neither the sample space of outcomes nor the measurement aimed at extracting information on the parameter…

Quantum Physics · Physics 2017-01-18 Luigi Seveso , Matteo A. C. Rossi , Matteo G. A. Paris

The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…

Other Statistics · Statistics 2017-10-27 Anthony D. Blaom

This is a tutorial aimed at illustrating some recent developments in quantum parameter estimation beyond the Cram\`er-Rao bound, as well as their applications in quantum metrology. Our starting point is the observation that there are…

Quantum Physics · Physics 2020-03-06 Luigi Seveso , Matteo G. A. Paris

Only with the simultaneous estimation of multiple parameters are the quantum aspects of metrology fully revealed. This is due to the incompatibility of observables. The fundamental bound for multi-parameter quantum estimation is the Holevo…

Quantum Physics · Physics 2019-11-20 Francesco Albarelli , Jamie F. Friel , Animesh Datta

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

Statistics Theory · Mathematics 2023-03-02 Shuo Tang , Gerald LaMountain , Tales Imbiriba , Pau Closas

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Quantum Physics · Physics 2008-12-18 R. D. Gill , S. Massar

We derive a Cram\'er-Rao lower bound for the variance of Floquet multiplier estimates that have been constructed from stable limit cycles perturbed by noise. To do so, we consider perturbed periodic orbits in the plane. We use a periodic…

Dynamical Systems · Mathematics 2017-11-30 Aurya Javeed

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

Statistics Theory · Mathematics 2023-07-19 Mahdi Shaghaghi , Sergiy A. Vorobyov

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of…

Optics · Physics 2013-10-31 Shan Zheng Ang , Glen I. Harris , Warwick P. Bowen , Mankei Tsang

In constrained parameter estimation, the classical constrained Cramer-Rao bound (CCRB) and the recent Lehmann-unbiased CCRB (LU-CCRB) are lower bounds on the performance of mean-unbiased and Lehmann-unbiased estimators, respectively. Both…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…

Information Theory · Computer Science 2019-07-24 Lucien Bacharach , Carsten Fritsche , Umut Orguner , Eric Chaumette

Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the uncertainty bound that can self-assess the accuracy of the…

Statistics Theory · Mathematics 2025-08-05 Qin Lu , Yaakov Bar-Shalom , Peter Willett

Quantum parameter estimation theory is an important component of quantum information theory and provides the statistical foundation that underpins important topics such as quantum system identification and quantum waveform estimation. When…

Quantum Physics · Physics 2024-12-24 Hendra I. Nurdin

One-bit quantization has garnered significant attention in recent years for various signal processing and communication applications. Estimating model parameters from one bit quantized data can be challenging, particularly when the…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Nadav E. Rosenthal , Joseph Tabrikian

The estimation of multiple parameters in quantum metrology is important for a vast array of applications in quantum information processing. However, the unattainability of fundamental precision bounds for incompatible observables has…

Quantum Physics · Physics 2021-02-17 Jasminder S. Sidhu , Yingkai Ouyang , Earl T. Campbell , Pieter Kok

The quantum Cram\'er-Rao (QCR) bound sets the ultimate local precision limit for unbiased multiparameter estimation. Yet, unlike in the single-parameter case, its saturability is not generally guaranteed and is often assessed through…

Quantum Physics · Physics 2026-02-13 Satoya Imai , Jing Yang , Luca Pezzè

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

Minimum-variance estimators for the parameter fnl that quantifies local-model non-Gaussianity can be constructed from the cosmic microwave background (CMB) bispectrum (three-point function) and also from the trispectrum (four-point…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-03 Marc Kamionkowski , Tristan L. Smith , Alan Heavens