On the information in extreme measurements for parameter estimation

Jonatan Ostrometzky, Hagit Messer

نتاج البحث: نشر في مجلةمقالةمراجعة النظراء


This paper deals with parameter estimation from extreme measurements. While being a special case of parameter estimation from partial data, in scenarios where only one sample from a given set of K measurements can be extracted, choosing only the minimum or the maximum (i.e., extreme) value from that set is of special interest because of the ultra-low energy, storage, and processing power required to extract extreme values from a given data set. We present a new methodology to analyze the performance of parameter estimation from extreme measurements. In particular, we present a general close-form approximation for the Cramer–Rao Lower Bound on the parameter estimation error, based on extreme values. We demonstrate our methodology on the case where the original measurements are exponential distributed, which is related to many practical applications. The analysis shows that the maximum values carry most of the information about the parameter of interest and that the additional information in the minimum is negligible. Moreover, it shows that for small sets of iid measurements (e.g. K=15) the use of the maximum can provide data compression with a factor of 15 while keeping about 50% of the information stored in the complete set. We demonstrate our results on a real-world application of rain monitoring.

اللغة الأصليةالإنجليزيّة
الصفحات (من إلى)748-771
عدد الصفحات24
دوريةJournal of the Franklin Institute
مستوى الصوت357
رقم الإصدار1
المعرِّفات الرقمية للأشياء
حالة النشرنُشِر - يناير 2020
منشور خارجيًانعم

ملاحظة ببليوغرافية

Publisher Copyright:
© 2019 The Franklin Institute


أدرس بدقة موضوعات البحث “On the information in extreme measurements for parameter estimation'. فهما يشكلان معًا بصمة فريدة.

قم بذكر هذا