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The Fisher information matrix (FIM) is a foundational concept in statistical signal processing. The FIM depends on the probability distribution, assumed to belong to a smooth parametric family. Traditional approaches to estimating the FIM…

Computation · Statistics 2015-06-22 Visar Berisha , Alfred O. Hero

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast to the common claim that the inverse of observed Fisher information…

Methodology · Statistics 2022-08-04 Adam Lane

The minimum achievable statistical uncertainty in the estimation of physical parameters is determined by the quantum Fisher information. Its computation for noisy systems is still a challenging problem. Using a variational approach, we…

Quantum Physics · Physics 2012-11-21 B. M. Escher , L. Davidovich , N. Zagury , R. L. de Matos Filho

Optimization in large language models (LLMs) unfolds over high-dimensional parameter spaces with non-Euclidean structure. Information geometry frames this landscape using the Fisher information metric, enabling more principled learning via…

Computation and Language · Computer Science 2025-12-09 Riccardo Di Sipio

Machine-learning models contain information about the data they were trained on. This information leaks either through the model itself or through predictions made by the model. Consequently, when the training data contains sensitive…

Machine Learning · Computer Science 2021-08-25 Awni Hannun , Chuan Guo , Laurens van der Maaten

We deal with the maximization of classical Fisher information in a quantum system depending on an unknown parameter. This problem has been raised by physicists, who defined [Helstrom (1967) Phys. Lett. A 25 101-102] a quantum counterpart of…

Statistics Theory · Mathematics 2007-06-13 Alessandra Luati

The $(i)$ reciprocity relations for the relative Fisher information (RFI, hereafter) and $(ii)$ a generalized RFI-Euler theorem, are self-consistently derived from the Hellmann-Feynman theorem. These new reciprocity relations generalize the…

Statistical Mechanics · Physics 2015-05-12 R. C. Venkatesan , A. Plastino

The Quantum Fisher Information (QFI) is a geometric measure of state deformation calculated along the trajectory parameterizing an ensemble of quantum states. It serves as a key concept in quantum metrology, where it is linked to the…

Quantum Physics · Physics 2025-12-05 Gabriela Wójtowicz , Susana F. Huelga , Marek M. Rams , Martin B. Plenio

Fisher information, lies at the heart of parameter estimation theory, was recently found to have a close relation with multipartite entanglement (Pezz\'{e} and Smerzi, Phys. Rev. Lett. 102, 100401). We use Fisher information to distinguish…

Quantum Physics · Physics 2009-05-05 Jian Ma , Xiaoguang Wang

The Fisher information matrix (FIM) has long been of interest in statistics and other areas. It is widely used to measure the amount of information and calculate the lower bound for the variance for maximum likelihood estimation (MLE). In…

Information Theory · Computer Science 2015-06-19 Shenghan Guo

Quantum Fisher information is a central quantity in quantum metrology. We discuss an alternative representation of quantum Fisher information for unitary parametrization processes. The highlight of this representation is that all…

Quantum Physics · Physics 2015-02-25 Jing Liu , Xiaoxing Jing , Xiaoguang Wang

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

Fisher information measures a disorder system, which is specified by a corresponding probability, the likelihood. In this article, we provide a bridge to connect classical and quantum mechanics by using Fisher information. Following the…

Quantum Physics · Physics 2014-12-30 Tzu-Chao Hung

We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…

Quantum Physics · Physics 2026-05-22 Pedro B. Melo

We present a method to generate probability distributions that correspond to metrics obeying partial differential equations generated by extremizing a functional $J[g^{\mu\nu}(\theta^i)]$, where $g^{\mu\nu}(\theta^i)$ is the Fisher metric.…

Statistical Mechanics · Physics 2009-11-10 Xavier Calmet , Jacques Calmet

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

We show how to verify the metrological usefulness of quantum states based on the expectation values of an arbitrarily chosen set of observables. In particular, we estimate the quantum Fisher information as a figure of merit of metrological…

Quantum Physics · Physics 2017-04-25 Iagoba Apellaniz , Matthias Kleinmann , Otfried Gühne , Geza Toth

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…

Probability · Mathematics 2007-05-23 Yacine Ait-Sahalia , Jean Jacod

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

We show that using the most parsimonious version of Frieden and Soffer's extreme information principle (EPI) with a Fisher measure constructed with escort probabilities, the concomitant solutions obey a type of Naudts' duality for…

Statistical Mechanics · Physics 2009-10-31 L. P. Chimento , F. Pennini , A. Plastino