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相关论文: Barankin-Type Bound for Constrained Parameter Esti…

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Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…

机器学习 · 计算机科学 2020-07-14 Yucen Luo , Alex Beatson , Mohammad Norouzi , Jun Zhu , David Duvenaud , Ryan P. Adams , Ricky T. Q. Chen

Neural networks are increasingly used to estimate parameters in quantitative MRI, in particular in magnetic resonance fingerprinting. Their advantages over the gold standard non-linear least square fitting are their superior speed and their…

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…

信息论 · 计算机科学 2015-06-17 Salvatore Talarico , Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Conditional Restricted Boltzmann Machines (CRBMs) are rich probabilistic models that have recently been applied to a wide range of problems, including collaborative filtering, classification, and modeling motion capture data. While much…

机器学习 · 计算机科学 2012-02-20 Volodymyr Mnih , Hugo Larochelle , Geoffrey E. Hinton

The Barankin bound is generalized to the vector case in the mean square error sense. Necessary and sufficient conditions are obtained to achieve the lower bound. To obtain the result, a simple finite dimensional real vector valued…

机器学习 · 统计学 2017-07-03 Bruno Cernuschi-Frias

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

机器学习 · 计算机科学 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

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…

信息论 · 计算机科学 2016-09-21 Tirza Routtenberg , Lang Tong

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

信号处理 · 电气工程与系统科学 2025-12-02 Erdal Mehmetcik , Umut Orguner , Çağatay Candan

Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…

信息论 · 计算机科学 2018-08-02 Peter Khomchuk , Igal Bilik , Rick S. Blum

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

A fairly general class of Bayesian "large-error" lower bounds of the Weiss-Weinstein family, essentially free from regularity conditions on the probability density functions support, and for which a limiting form yields a generalized…

信息论 · 计算机科学 2016-10-25 Eric Chaumette , Alexandre Renaux , Mohammed Nabil El Korso

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

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

信息论 · 计算机科学 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

Estimating the maximum mean finds a variety of applications in practice. In this paper, we study estimation of the maximum mean using an upper confidence bound (UCB) approach where the sampling budget is adaptively allocated to one of the…

统计理论 · 数学 2024-08-09 Zhang Kun , Liu Guangwu , Shi Wen

Non-data-aided (NDA) parameter estimation is considered for binary-phase-shift-keying transmission in an additive white Gaussian noise channel. Cramer-Rao lower bounds (CRLBs) for signal amplitude, noise variance, channel reliability…

信息论 · 计算机科学 2007-07-13 Fredrik Brannstrom , Lars K. Rasmussen

In this paper, theoretical limits on time delay estimation are studied for ultra-wideband (UWB) cognitive radio systems. For a generic UWB spectrum with dispersed bands, the Cramer-Rao lower bound (CRLB) is derived for unknown channel…

信息论 · 计算机科学 2016-11-17 Sinan Gezici , Hasari Celebi , Huseyin Arslan , H. Vincent Poor

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…

The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

信号处理 · 电气工程与系统科学 2025-07-16 Ruohai Guo , Jiang Zhu , Xing Jiang , Fengzhong Qu

Velocity estimation is a cornerstone of the recently introduced near-field predictive beamforming. This paper derives the Cramer-Rao bounds (CRBs) for joint radial and transverse velocity estimation within a predictive beamforming framework…

信号处理 · 电气工程与系统科学 2026-05-19 Khalid A. Alshumayri , Mudassir Masood , Ali. A. Nasir

In this paper, we analyze the performance of the estimation of Laplacian matrices under general observation models. Laplacian matrix estimation involves structural constraints, including symmetry and null-space properties, along with matrix…

机器学习 · 统计学 2025-04-08 Morad Halihal , Tirza Routtenberg , H. Vincent Poor