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Using differential geometry, I derive a form of the Bayesian Cram\'er-Rao bound that remains invariant under reparametrization. With the invariant formulation at hand, I find the optimal and naturally invariant bound among the Gill-Levit…

Quantum Physics · Physics 2021-01-04 Mankei Tsang

The quantity of interest in the classical Cram\'er-Rao theory of unbiased estimation (e.g., the Cram\'er-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the…

Statistics Theory · Mathematics 2025-11-11 Nicolás García Trillos , Adam Quinn Jaffe , Bodhisattva Sen

We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

In quantum multi-parameter estimation, the precision of estimating unknown parameters is bounded by the Cramer-Rao bound (CRB), defined via the inverse of the Fisher information matrix (FIM). However, in certain scenarios such as…

Quantum Physics · Physics 2025-11-18 Min Namkung , Changhyoup Lee , Hyang-Tag Lim

Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and Fisher information distance.

Probability · Mathematics 2015-12-14 S. G. Bobkov , G. P. Chistyakov , F. Götze

Using information theoretic quantities like the Wehrl entropy and Fisher's information measure we study the thermodynamics of the problem leading to Landau's diamagnetism, namely, a free spinless electron in a uniform magnetic field. It is…

Statistical Mechanics · Physics 2009-11-10 S. Curilef , F. Pennini , A. Plastino

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…

Information Theory · Computer Science 2013-05-28 Jean-François Bercher

Relative Fisher information (IR), which is a measure of correlative fluctuation between two probability densities, has been pursued for a number of quantum systems, such as, 1D quantum harmonic oscillator (QHO) and a few central potentials…

Quantum Physics · Physics 2019-04-05 Neetik Mukherjee , Amlan K. Roy

The minimum error of unbiased parameter estimation is quantified by the quantum Fisher information in accordance to the Cram\'{e}r-Rao bound. We indicate that only superposed NOON states by simultaneous measurements can achieve the maximum…

Quantum Physics · Physics 2015-05-28 Y. R. Zhang , G. R. Jin , J. P. Cao , W. M. Liu , H. Fan

We analyzed the noncommutativity effects on the Fisher information (F_(r,p)) and Shannon entropies (S_(r,p)) of a harmonic oscillator immersed in a time-varying electric field in two and three dimensions. We find the exact solutions of the…

Quantum Physics · Physics 2017-04-05 J. P. G. Nascimento , V. Aguiar , I. Guedes

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Heedong Do , Angel Lozano

In multiparameter quantum metrology, the weighted-arithmetic-mean error of estimation is often used as a scalar cost function to be minimized during design optimization. However, other types of mean error can reveal different facets of…

Quantum Physics · Physics 2020-02-12 Xiao-Ming Lu , Zhihao Ma , Chengjie Zhang

We prove that the (square root) Fisher information functional is a strong Wasserstein upper gradient of the entropy on non-convex Riemannian domains. This fills a gap in the literature by allowing one to completely dispense from…

Analysis of PDEs · Mathematics 2025-12-08 Jean-Baptiste Casteras , Marco Flaim , Léonard Monsaingeon

We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…

Quantum Physics · Physics 2010-01-28 Garry Goldstein , Mikhail D. Lukin , Paola Cappellaro

The Fisher-Shannon and Cramer-Rao information measures, and the LMC-like or shape complexity (i.e., the disequilibrium times the Shannon entropic power) of hydrogenic stationary states are investigated in both position and momentum spaces.…

Quantum Physics · Physics 2010-11-15 J. S. Dehesa , S. Lopez-Rosa , D. Manzano

Determining the ultimate precision limit for measurements on a sub-wavelength particle with coherent laser light is a goal with applications in areas as diverse as biophysics and nanotechnology. Here, we demonstrate that surrounding such a…

Optics · Physics 2021-12-03 Michael Horodynski , Dorian Bouchet , Stefan Rotter

In the present study, time evolution of quantum Cramer-Rao bound of entangled N00N state, as phase sensitivity, is determined by the aid of quantum estimation theory in the presence decoherence channels. Also, the dynamic quantum process as…

Quantum Physics · Physics 2015-06-23 Farzam Nosraty