MSE lower bounds for deterministic parameter estimation

This paper presents a simple approach for deriving computable lower bounds on the MSE of deterministic parameter estimators with a clear interpretation of the bounds. We also address the issue of lower bounds tightness in comparison with the MSE of ML estimators and their ability to predict the SNR threshold region. Last, as many practical estimation problems must be regarded as joint detection-estimation problems, we remind that the estimation performance must be conditional on detection performance

A Multiscale Approach for Statistical Characterization of Functional Images

Increasingly, scientific studies yield functional image data, in which the observed data consist of sets of curves recorded on the pixels of the image. Examples include temporal brain response intensities measured by fMRI and NMR frequency spectra measured at each pixel. This article presents a new methodology for improving the characterization of pixels in functional imaging, formulated as a spatial curve clustering problem. Our method operates on curves as a unit. It is nonparametric and involves multiple stages: (i) wavelet thresholding, aggregation, and Neyman truncation to effectively reduce dimensionality; (ii) clustering based on an extended EM algorithm; and (iii) multiscale penalized dyadic partitioning to create a spatial segmentation. We motivate the different stages with theoretical considerations and arguments, and illustrate the overall procedure on simulated and real datasets. Our method appears to offer substantial improvements over monoscale pixel-wise methods. An Appendix which gives some theoretical justifications of the methodology, computer code, documentation and dataset are available in the online supplements