Fisher Information Lower Bounds with Applications in Hardware-Aware Nonlinear Signal Processing release_fyj5wh6vjzgh7g3lzxu7l5sedm

by Manuel Stein, Josef A. Nossek, Kurt Barbé

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2018  

Abstract

We discuss the problem of deriving compact and tractable lower bounds for the Fisher information matrix. To motivate our particular approach towards such expressions, we first examine the structure of the exact Fisher information matrix in the context of exponential family models. Then, by replacing an arbitrary data model by an equivalent distribution within the exponential family of distributions, we derive a lower bound for the Fisher information measure of probabilistic models with multivariate output and multiple parameters. The pessimistic information matrix allows a tractable quantitative analysis of the parameter-specific information flow through nonlinear random systems. Therefore, the technique is exploited for the performance analysis concerning direction-of-arrival estimation of wireless source signals with a binary radio sensor array. Further, by the example of a sensing device exhibiting amplifier saturation, we outline how the information bound can be used to learn compression schemes which preserve the parameter-specific information within the data while the probabilistic model is unknown. We also show that the conservative estimation performance characterized by the pessimistic Fisher information matrix is asymptotically achieved by a consistent estimator operating on compressed data. A reformulation of the estimation algorithm turns out to be reminiscent of Hansen's generalized method of moments while the pessimistic Fisher information matrix shows a vivid interpretation within a particular Gaussian modeling framework.
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Date   2018-05-27
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arXiv  1512.03473v2
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