Lower bounds on the variance of deterministic signal parameter estimators using Bayesian inference.
Yufei HuangJianqiu (Michelle) ZhangPublished in: ICASSP (6) (2003)
Keyphrases
- bayesian inference
- lower bound
- hyperparameters
- noise variance
- regularization parameter
- variance estimator
- upper bound
- probabilistic model
- low variance
- variance reduction
- von mises
- prior information
- variational inference
- bayesian model
- hierarchical bayesian
- objective function
- variational bayes
- unbiased estimator
- statistical inference
- hidden variables
- gibbs sampler
- optimal solution
- non stationary
- prior distribution
- markov chain monte carlo
- particle filter
- regret bounds
- bayesian models
- parameter settings
- sample size
- graphical models
- np hard