All Questions

Assume $\{h_j\}_{j\in \mathcal{N}}$ are independent Gamma random variables, each with potentially different distributions and parameters. I am looking for an upper bound for $\mathbb{E}\left[\max_{j \...

I am interested in the following problem. Let $D = \mathrm{diag}(d_1, d_2, \ldots, d_n) \in \mathbb{R}^n$ be positive definite, let $B, K \in \mathbb{R}^n$, and let $G\in L^\infty((0, T)\times (0, L);...

My question is: Are there an alternative proof of Cramer-Rao lower bound that does not use Cauchy-Swartz inequality? Let me outline the classical proof and explain why I am interested in this ...

In context of a hidden Markov model, I am interested in bounding the error of a Bayesian filter when using inexact state transition and observation models. Consider a hidden Markov model (HMM) with ...