Efficient CRB Estimation for Linear Models via Expectation Propagation and Monte Carlo Sampling

Authors

Institutions

Publication Details

Journal
IEEE Signal Processing Letters
Published
2025-12-25
DOI
https://doi.org/10.1109/lsp.2025.3648638
Primary Topic
Financial Risk and Volatility Modeling
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Efficient CRB Estimation for Linear Models via Expectation Propagation and Monte Carlo Sampling

Fangqing Xiao, Dirk Slock
IEEE Signal Processing Letters
Financial Risk and Volatility Modeling
article

Efficient CRB Estimation for Linear Models via Expectation Propagation and Monte Carlo Sampling

Fangqing Xiao, Dirk Slock
article en

Abstract

No abstract available for this paper.
IEEE Signal Processing LettersVol. 33
EURECOM (FR)
Openalex Percentile: Top 27%
Financial Risk and Volatility Modeling
DOISourceOpenAlex
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Efficient CRB Estimation for Linear Models via Expectation Propagation and Monte Carlo Sampling — Fangqing Xiao, Dirk Slock · IEEE Signal Processing Letters (2025) | TGRS Research Map | TGRS