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

Information geometry describes a framework where probability densities can be viewed as differential geometry structures. This approach has shown that the geometry in the space of probability distributions that are parameterized by their…

The least squares (LS) estimator and the best linear unbiased estimator (BLUE) are two well-studied approaches for the estimation of a deterministic but unknown parameter vector. In many applications it is known that the parameter vector…

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…

In this paper, we derive a useful lower bound for the Kullback-Leibler divergence (KL-divergence) based on the Hammersley-Chapman-Robbins bound (HCRB). The HCRB states that the variance of an estimator is bounded from below by the…

In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three…

This study investigates the efficacy of Conditional Restricted Boltzmann Machines (CRBMs) for modeling high-dimensional financial time series and detecting systemic risk regimes. We extend the classical application of static Restricted…

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…

The Gauss Markov theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models. In this paper, we take a first step towards extending this result to non linear settings via…

This paper focusses on the sparse estimation in the situation where both the the sensing matrix and the measurement vector are corrupted by additive Gaussian noises. The performance bound of sparse estimation is analyzed and discussed in…

We develop a new method for reconstructing cluster mass profiles and large-scale structure from the cosmic microwave background (CMB). By analyzing the likelihood of CMB lensing, we analytically prove that standard quadratic estimators for…

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

It is proved that in a non-Bayesian parametric estimation problem, if the Fisher information matrix (FIM) is singular, unbiased estimators for the unknown parameter will not exist. Cramer-Rao bound (CRB), a popular tool to lower bound the…

In this paper we apply to gravitational waves from non-spinning binary systems a recently intro- duced frequentist methodology to calculate analytically the error for a maximum likelihood estimate (MLE) of physical parameters. While…

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…

Restricted Boltzmann Machines (RBMs) are a common family of undirected graphical models with latent variables. An RBM is described by a bipartite graph, with all observed variables in one layer and all latent variables in the other. We…

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

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…

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…