Related papers: Revisiting the Misspecified Cram\'er-Rao Bound
Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…
This work presents a geometric refinement of the classical Cram\'er--Rao bound (CRB) in the non-asymptotic regime by incorporating curvature-aware corrections based on the second fundamental form associated with the statistical model…
This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…
We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…
Mixture models have attracted significant attention due to practical effectiveness and comprehensive theoretical foundations. A persisting challenge is model misspecification, which occurs when the model to be fitted has more mixture…
In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…
In statistical classification/multiple hypothesis testing and machine learning, a model distribution estimated from the training data is usually applied to replace the unknown true distribution in the Bayes decision rule, which introduces a…
In many practical parameter estimation problems, prescreening and parameter selection are performed prior to estimation. In this paper, we consider the problem of estimating a preselected unknown deterministic parameter chosen from a…
In this work, we present the misspecified Gaussian Cram\'er-Rao lower bound for the parameters of a harmonic signal, or pitch, when signal measurements are collected from an almost, but not quite, harmonic model. For the asymptotic case of…
We consider the estimation problem in high-dimensional semi-supervised learning. Our goal is to investigate when and how the unlabeled data can be exploited to improve the estimation of the regression parameters of linear model in light of…
A framework is presented for analyzing the impact of active attacks to location-based physical layer authentication (PLA) using the machinery of misspecified Cram\'er--Rao bound (MCRB). In this work, we focus on the MCRB in the…
This study investigates the misclassification excess risk bound in the context of 1-bit matrix completion, a significant problem in machine learning involving the recovery of an unknown matrix from a limited subset of its entries. Matrix…
Recently there has been a great deal of interest surrounding the calibration of quantum sensors using machine learning techniques. In this work, we explore the use of regression to infer a machine-learned point estimate of an unknown…
Integrated sensing and communication is regarded as a key enabler for next-generation wireless networks. To optimize the transmitted waveform for both sensing and communication, various performance metrics must be considered. This work…
Driven by steady progress in deep generative modeling, simulation-based inference (SBI) has emerged as the workhorse for inferring the parameters of stochastic simulators. However, recent work has demonstrated that model misspecification…
In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usually the case where such models are inaccurately known or not…
Radio localization is applied in high-frequency (e.g., mmWave and THz) systems to support communication and to provide location-based services without extra infrastructure. {For solving localization problems, a simplified, stationary,…
Bounding the optimal precision in parameter estimation tasks is of central importance for technological applications. In the regime of a small number of measurements, or that of low signal-to-noise ratios, the meaning of common frequentist…
Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…
Nonparametric modeling approaches show very promising results in the area of system identification and control. A naturally provided model confidence is highly relevant for system-theoretical considerations to provide guarantees for…