用神经网络学习未知测量模型下的贝叶斯克拉美罗界,提升估计性能评估能力。
Learned Bayesian Cramér-Rao Bound for Unknown Measurement Models Using Score Neural Networks
- 通过得分神经网络联合学习先验与测量分布,构建可训练的贝叶斯克拉美罗界。
- 在未知混合矩阵和噪声协方差的线性问题中,实现低样本复杂度的高精度估计。
- 支持物理先验嵌入,适用于水下声学等实际信号处理场景。
贝叶斯克拉美罗界(BCRB)是信号处理中评估估计问题基本极限的关键工具,但其计算需完全掌握先验与测量分布。本文提出一种全学习型贝叶斯克拉美罗界(LBCRB),可同时学习先验与测量分布。我们提出两种方法:后验法与测量-先验法。后验法提供简便的实现方式,而测量-先验法能融合领域知识以提升样本效率与可解释性。为此,我们引入物理编码得分神经网络,便于将先验知识嵌入模型。理论上分析了两种方法的学习误差,并通过数值实验验证。在多个信号处理任务中验证了有效性,包括未知混合矩阵与高斯噪声协方差的线性问题、频率估计及量化测量;此外,在真实水下环境噪声下的非线性频率估计问题上也取得良好表现。
原文摘要 · Abstract (English)
The Bayesian Cramér-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed without full knowledge of the prior and the measurement distributions. In this work, we propose a fully learned Bayesian Cramér-Rao bound (LBCRB) that learns both the prior and the measurement distributions. Specifically, we suggest two approaches to obtain the LBCRB: the Posterior Approach and the Measurement-Prior Approach. The Posterior Approach provides a simple method to obtain the LBCRB, whereas the Measurement-Prior Approach enables us to incorporate domain knowledge to improve the sample complexity and {interpretability}. To achieve this, we introduce a Physics-encoded score neural network which enables us to easily incorporate such domain knowledge into a neural network. We {study the learning} errors of the two suggested approaches theoretically, and validate them numerically. We demonstrate the two approaches on several signal processing examples, including a linear measurement problem with unknown mixing and Gaussian noise covariance matrices, frequency estimation, and quantized measurement. In addition, we test our approach on a nonlinear signal processing problem of frequency estimation with real-world underwater ambient noise.
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