Related papers: Revisiting the Misspecified Cram\'er-Rao Bound

The problem of astrometry is revisited from the perspective of analyzing the attainability of well-known performance limits (the Cramer-Rao bound) for the estimation of the relative position of light-emitting (usually point-like) sources on…

A bilateral (i.e., upper and lower) bound on the mean-square error under a general model mismatch is developed. The bound, which is derived from the variational representation of the chi-square divergence, is applicable in the Bayesian and…

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…

In this paper, we derive the Cramer-Rao bound (CRB) for joint target position and velocity estimation using an active or passive distributed radar network under more general, and practically occurring, conditions than assumed in previous…

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian…

Neural density estimators have proven remarkably powerful in performing efficient simulation-based Bayesian inference in various research domains. In particular, the BayesFlow framework uses a two-step approach to enable amortized parameter…

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

The posterior Cram\'er-Rao lower bound (PCRLB) derived in Tichavsk\'y et al., 1998, provides a bound on the mean square error (MSE) obtained with any non-linear state filter. Computing the PCRLB involves solving complex, multi-dimensional…

We extend the traditional framework for estimating subspace bases that maximize the preserved signal energy to additionally preserve the Cram\'er-Rao bound (CRB) of the biophysical parameters and, ultimately, improve accuracy and precision…

Computer simulations have proven a valuable tool for understanding complex phenomena across the sciences. However, the utility of simulators for modelling and forecasting purposes is often restricted by low data quality, as well as…

In this paper, we consider a multiple-input multiple-output (MIMO) radar system for localizing a target based on its reflected echo signals. Specifically, we aim to estimate the random and unknown angle information of the target, by…

Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

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…

We consider estimation under model misspecification where there is a model mismatch between the underlying system, which generates the data, and the model used during estimation. We propose a model misspecification framework which enables a…

Threshold and ambiguity phenomena are studied in Part 1 of this work where approximations for the mean-squared-error (MSE) of the maximum likelihood estimator are proposed using the method of interval estimation (MIE), and where approximate…

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

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…

The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to…