Related papers: Likelihood method and Fisher information in constr…
Three steps in the development of the maximum likelihood (ML) method are presented. At first, the application of the ML method and Fisher information notion in the model selection analysis is described (Chapter 1). The fundamentals of…
We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master…
Variational extremization of the relative Fisher information (RFI, hereafter) is performed. Reciprocity relations, akin to those of thermodynamics are derived, employing the extremal results of the RFI expressed in terms of probability…
The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…
The quantum Fisher information (QFI) is a fundamental quantity of interest in many areas from quantum metrology to quantum information theory. It can in particular be used as a witness to establish the degree of multi-particle entanglement…
The appearance of the spin-1/2 and spin-1 representations in the Frieden-Soffer extreme physical information (EPI) statistical approach to the Einstein-Podolsky-Rosen-Bohm (EPR-Bohm) experiment is shown. In order to obtain the EPR-Bohm…
In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…
Maximum likelihood estimates and corresponding confidence regions of the estimates are commonly used in statistical inference. In practice, people often construct approximate confidence regions with the Fisher information at given sample…
The quantum Fisher information (QFI) represents a fundamental concept in quantum physics. On the one hand, it quantifies the metrological potential of quantum states in quantum-parameter-estimation measurements. On the other hand, it is…
Fisher's Method of Maximum Likelihood is shown to be a procedure for the construction of likelihood intervals or regions, instead of a procedure of point estimation. Based on Fisher's articles and books it is justified that by estimation…
Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…
The method of maximum likelihood estimation (MLE) is a widely used statistical approach for estimating the values of one or more unknown parameters of a probabilistic model based on observed data. In this tutorial, I briefly review the…
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial…
Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the MLE is of great interest in practice.…
Consider a finite-sized, multidimensional system in parameter state a. The system is either at statistical equilibrium or general non-equilibrium, and may obey either classical or quantum physics. L. Hardy's mathematical axioms provide a…
We study the problem of Quantum Likelihood Operators (LO) and their connection with quantum Fisher information (QFI). It is observed that the present approaches to this problem tacitly assume commutativity of parametrised density matrix…
The theory of Extreme Physical Information (EPI) is used to deduce a probability density function (PDF) of a system that exhibits a power law tail. The computed PDF is useful to study and fit several observed distributions in complex…
The subject of this paper is a mathematical transition from the Fisher information of classical statistics to the matrix formalism of quantum theory. If the monotonicity is the main requirement, then there are several quantum versions…
We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…