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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
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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)  
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)  
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)  
Keyword(7)  
Keyword(8)  
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
Date of Issue 2024-02-22 (EA, SIP, SP) 


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