Related papers: Fisher Information of Scale
In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear)…
Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available…
This note reviews a recent contribution about the Fisher information for the space-homogeneous Boltzmann equation by L. Silvestre, C. Villani and the author (arXiv, 2024). This classical functional from information theory is shown to be…
The Fisher's information metric is introduced in order to find the real meaning of the probability distribution in classical and quantum systems described by Riemaniann non-degenerated superspaces. In particular, the physical r\^{o}le…
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…
Many statistical models require an estimation of unknown (co)-variance parameter(s) in a model. The estimation usually obtained by maximizing a log-likelihood which involves log determinant terms. In principle, one requires the…
These notes review the theory of Fisher information, especially its use in kinetic theory of gases and plasmas. The recent monotonicity theorem by Guillen--Silvestre for the Landau--Coulomb equation is put in perspective and generalised.…
We consider natural and general exponential families $(Q_m)_{m\in M}$ on $\mathbb{R}^d$ parametrized by the means. We study the submodels $(Q_{\theta m_1+(1-\theta)m_2})_{\theta\in[0,1]}$ parametrized by a segment in the means domain,…
We consider estimating the magnitude of a monochromatic AC signal that couples to a two-level sensor. For any detection protocol, the precision achieved depends on the signal's frequency and can be quantified by the quantum Fisher…
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…
We present a thermodynamic formulation for scale-invariant systems based on the principle of extreme information. We create an analogy between these systems and the well-known thermodynamics of gases and fluids, and study as a compelling…
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,…
The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and…
The quantum Fisher information (QFI), as a function of quantum states, measures the amount of information that a quantum state carries about an unknown parameter. The (entanglement-assisted) QFI of a quantum channel is defined to be the…
Two new proofs of the Fisher information inequality (FII) using data processing inequalities for mutual information and conditional variance are presented.
This study presents the Fisher information for the position-dependent mass Schr\"odinger equation with hyperbolical potential {$V(x)=-V_0{\rm csch}^2(ax)$}. The analysis of the quantum-mechanical probability for the ground and exited states…
We introduce new classes of informational functionals, called \emph{upper moments}, respectively \emph{down-Fisher measures}, obtained by applying classical functionals such as $p$-moments and the Fisher information to the recently…
In high-dimensional learning, models remain stable until they collapse abruptly once the sample size falls below a critical level. This instability is not algorithm-specific but a geometric mechanism: when the weakest Fisher eigendirection…
This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…
Fisher information, Shannon information entropy and Statistical Complexity are calculated for the interface of a normal metal and a superconductor, as a function of the temperature for several materials. The order parameter $\Psi({\bf r})$…