Data-Driven Parameter Estimation

Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems un-der a data-driven formulation where the necessary parametric probability density is replaced by available data. We present various data-driven versions that either result in neural network approximations of the optimum estimators or in well defined optimization problems that can be solved numerically. In particular, for the data-driven equivalent of non-Bayesian estimation we end up with optimization problems similar to the ones encountered for the design of generative networks.