| Paper Abstract and Keywords |
| Presentation |
2024-02-29 15:10
Cramér-Rao Lower Bound for Parameter Estimation from Observation with Irreversible Saturation Effects Natsuki Ueno, Hirokazu Kameoka (NTT) EA2023-84 SIP2023-131 SP2023-66 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
For probabilistic models involving irreversible saturation effects, we provide extended definitions of the score function, Fisher information, and Cram'{e}r--Rao lower bound, which cannot be dealt with in the literature so far. Saturation effects are almost inevitable in observation of signals, and various attempts have been proposed to estimate original signals or their underlying parameters from saturated signals. In general contexts of parameter estimation, comparison with the Cram'{e}r--Rao lower bound is widely used to evaluate performance of an estimator; however, in observation with irreversible saturation effects, it cannot be derived because the score function and Fisher information cannot be defined owing to the nonexistence of the probability density function of the model. In this work, we extend their definitions on the basis of measure theoretic approach without using the probability density function and demonstrate the effectiveness of our theory for a simple model involving irreversible saturation effects as an example. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
Cram'{e}r--Rao lower bound / Fisher information / estimation theory / measure theory / saturation effect / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 123, no. 402, SIP2023-131, pp. 139-144, Feb. 2024. |
| Paper # |
SIP2023-131 |
| Date of Issue |
2024-02-22 (EA, SIP, SP) |
| ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
| Download PDF |
EA2023-84 SIP2023-131 SP2023-66 |
| Conference Information |
| Committee |
SIP SP EA IPSJ-SLP |
| Conference Date |
2024-02-29 - 2024-03-01 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
|
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
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| Paper Information |
| Registration To |
SIP |
| Conference Code |
2024-02-SIP-SP-EA-SLP |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Cramér-Rao Lower Bound for Parameter Estimation from Observation with Irreversible Saturation Effects |
| Sub Title (in English) |
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| Keyword(1) |
Cram'{e}r--Rao lower bound |
| Keyword(2) |
Fisher information |
| Keyword(3) |
estimation theory |
| Keyword(4) |
measure theory |
| Keyword(5) |
saturation effect |
| Keyword(6) |
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| Keyword(7) |
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| Keyword(8) |
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| 1st Author's Name |
Natsuki Ueno |
| 1st Author's Affiliation |
Nippon Telegraph and Telephone Corporation (NTT) |
| 2nd Author's Name |
Hirokazu Kameoka |
| 2nd Author's Affiliation |
Nippon Telegraph and Telephone Corporation (NTT) |
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| Speaker |
Author-1 |
| Date Time |
2024-02-29 15:10:00 |
| Presentation Time |
60 minutes |
| Registration for |
SIP |
| Paper # |
EA2023-84, SIP2023-131, SP2023-66 |
| Volume (vol) |
vol.123 |
| Number (no) |
no.401(EA), no.402(SIP), no.403(SP) |
| Page |
pp.139-144 |
| #Pages |
6 |
| Date of Issue |
2024-02-22 (EA, SIP, SP) |