Tirza Routtenberg

Senior Academic

Oracle Cramér-Rao Bounds for Sparse Vector Estimation

Morad Halihal, Tirza Routtenberg

Inthis paper,we revisit the Cramér-Rao bound (CRB) for deterministic sparse vector estimation under a general observation model. For a given support set S, we identify and analyze two alternative oracle CRB formulations: (i) a reduced oracle CRB, B1, constructed from the |S| × |S| Fisher information matrix (FIM) restricted to the oracle subspace, and (ii) a projected CRB, B2, obtained by projecting the inverse full-dimensional FIM onto the support subspace.We prove that, whenever both bounds exist, the CRBs satisfy B2 ≥ B1. Moreover, we derive a closed-form expression for the gap between the bounds in terms of the crossinformation blocks of the FIM, along with an explicit equality condition. We further establish a unifying interpretation of the bounds through the lens of general reparametrization theory. Numerical simulations validate the established order relation between the bounds and demonstrate the relations between the bounds and sparse vector estimators in linear Gaussian models.

Publication language English
Pages 3441-3445
Journal IEEE Signal Processing Letters
Volume 33
Publication status Published - 01.01.2026

Keywords

oracle Cramér-Rao bound (CRB)
Sparse parameter estimation
sparsity constraints

ASJC Scopus subject areas

Signal Processing
Electrical and Electronic Engineering
Applied Mathematics
Access to Document
10.1109/LSP.2026.3724097
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Link to publication in Scopus