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We compute a variance lower bound for unbiased estimators in specified statistical models. The construction of the bound is related to the original Cram\'er-Rao bound, although it does not require the differentiability of the model.…

统计理论 · 数学 2012-04-13 Thibault Espinasse , Paul Rochet

The Cram\'er-Rao bound serves as a crucial lower limit for the mean squared error of an estimator in frequentist parameter estimation. Paradoxically, it requires highly accurate prior knowledge of the estimated parameter for constructing…

量子物理 · 物理学 2025-04-21 Javier Navarro , Ricard Ravell Rodríguez , Mikel Sanz

We derive lower bounds on the variance of estimators in quantum metrology by choosing test observables that define constraints on the unbiasedness of the estimator. The quantum bounds are obtained by analytical optimization over all…

量子物理 · 物理学 2023-07-27 M. Gessner , A. Smerzi

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…

其他统计学 · 统计学 2017-10-27 Anthony D. Blaom

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…

量子物理 · 物理学 2024-02-23 Valentin Gebhart , Manuel Gessner , Augusto Smerzi

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

数值分析 · 数学 2016-05-05 Shanglin Ye , Elias Aboutanios

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…

信息论 · 计算机科学 2015-06-04 Paul Tune

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…

光学 · 物理学 2013-10-31 Shan Zheng Ang , Glen I. Harris , Warwick P. Bowen , Mankei Tsang

Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…

量子物理 · 物理学 2018-01-31 Jesús Rubio , Paul Knott , Jacob Dunningham

We study the effects of intrinsic noise on chemical reaction systems, which in the deterministic limit approach a limit cycle in an oscillatory manner. Previous studies of systems with an oscillatory approach to a fixed point have shown…

统计力学 · 物理学 2015-05-13 Richard P. Boland , Tobias Galla , Alan J. McKane

Using differential geometry, I derive a form of the Bayesian Cram\'er-Rao bound that remains invariant under reparametrization. With the invariant formulation at hand, I find the optimal and naturally invariant bound among the Gill-Levit…

量子物理 · 物理学 2021-01-04 Mankei Tsang

We investigate the problem of estimating simultaneously multiple parameters encoded in the shape of the modes on which the light is expanded. For this, we generalize the mode-encoded parameter estimation theory as introduced in Ref.[1] to a…

量子物理 · 物理学 2025-05-23 Alexander Boeschoten , Giacomo Sorelli , Manuel Gessner , Claude Fabre , Nicolas Treps

Floquet multipliers (characteristic multipliers) play significant role in the stability of the periodic equations. Based on the iterative method, we provide a unified algorithm to compute the Floquet multipliers (characteristic multipliers)…

经典分析与常微分方程 · 数学 2022-11-03 Mengda Wu , Yonghui Xia , Ziyi Xu

We develop a parametric high-resolution method for the estimation of the frequency nodes of linear combinations of complex exponentials with exponential damping. We use Kronecker's theorem to formulate the associated nonlinear least squares…

数值分析 · 数学 2013-06-13 Fredrik Andersson , Marcus Carlsson , Jean-Yves Tourneret , Herwig Wendt

We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively…

信息论 · 计算机科学 2012-06-19 Swarnendu Kar , Pramod K. Varshney , Marimuthu Palaniswami

This paper studies distance estimation for diffusive molecular communication. The Cramer-Rao lower bound on the variance of the distance estimation error is derived. The lower bound is derived for a physically unbounded environment with…

信息论 · 计算机科学 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

Cooperative diversity systems are wireless communication systems designed to exploit cooperation among users to mitigate the effects of multipath fading. In fairly general conditions, it has been shown that these systems can achieve the…

应用统计 · 统计学 2009-11-13 Peter A. Parker , Patrick Mitran , Daniel W. Bliss , Vahid Tarokh

Frequentist and Bayesian phase estimation strategies lead to conceptually different results on the state of knowledge about the true value of the phase shift. We compare the two frameworks and their sensitivity bounds to the estimation of…

量子物理 · 物理学 2018-11-27 Yan Li , Luca Pezzè , Manuel Gessner , Weidong Li , Augusto Smerzi

Forced oscillations threaten the reliability of widearea power systems, and different approaches to estimate forced oscillation have been explored over the past several years. Though these efforts provide powerful tools to estimate a forced…

信号处理 · 电气工程与系统科学 2023-05-30 Zikai Xu , John W. Pierre

In quantum computation, amplitude estimation is a fundamental subroutine that is utilized in various quantum algorithms. A general important task of such estimation problems is to characterize the estimation lower bound, which is referred…

量子物理 · 物理学 2025-07-10 Kohei Oshio , Yohichi Suzuki , Kaito Wada , Keigo Hisanaga , Shumpei Uno , Naoki Yamamoto
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