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The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is…

Quantum Physics · Physics 2018-05-09 Carlo Cafaro , Paul M. Alsing

This paper considers the problem of state tracking with observation control for a particular class of dynamical systems. The system state evolution is described by a discrete-time, finite-state Markov chain, while the measurement process is…

Systems and Control · Computer Science 2014-08-20 Daphney-Stavroula Zois , Urbashi Mitra

Quantum synchronization has emerged as a crucial phenomenon in quantum nonlinear dynamics with potential applications in quantum information processing. Multiple measures for quantifying quantum synchronization exist. However, there is…

Quantum Physics · Physics 2023-08-02 Yuan Shen , Hong Yi Soh , Leong-Chuan Kwek , Weijun Fan

We study how the amount of correlation between observations collected by distinct sensors/learners affects data collection and collaboration strategies by analyzing Fisher information and the Cramer-Rao bound. In particular, we consider a…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-02 Yu-Zhen Janice Chen , Daniel S. Menasche , Don Towsley

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…

Computation · Statistics 2016-09-05 Shengxin Zhu , Tongxiang Gu , Xiaowen Xu , Zeyao Mo

A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…

Information Theory · Computer Science 2015-04-28 Giuseppe Toscani

The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…

Quantum Physics · Physics 2009-10-31 Michael J. W. Hall

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Basic general properties are considered for the Fisher-type information involving higher order derivatives. They are used to explore various properties of probability densities and to derive Stam-type inequalities.

Information Theory · Computer Science 2024-12-16 Sergey G. Bobkov

Within the framework of linear vector Gaussian channels with arbitrary signaling, closed-form expressions for the Jacobian of the minimum mean square error and Fisher information matrices with respect to arbitrary parameters of the system…

Information Theory · Computer Science 2009-03-12 M. Payaró , D. P. Palomar

Choosing a suitable loss function is essential when learning by empirical risk minimisation. In many practical cases, the datasets used for training a classifier may contain incorrect labels, which prompts the interest for using loss…

Machine Learning · Computer Science 2024-05-15 Henrique K. Miyamoto , Fábio C. C. Meneghetti , Sueli I. R. Costa

In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the…

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

Noise affects the performance of quantum technologies, hence the importance of elaborating operative figures of merit that can capture its impact in exact terms. In quantum metrology, the introduction of the Fisher information measurement…

Quantum Physics · Physics 2024-09-30 Francesco Albarelli , Ilaria Gianani , Marco G. Genoni , Marco Barbieri

We consider the problem of distributed estimation, where local processors observe independent samples conditioned on a common random parameter of interest, map the observations to a finite number of bits, and send these bits to a remote…

Information Theory · Computer Science 2015-04-24 Aolin Xu , Maxim Raginsky

We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary…

Probability · Mathematics 2013-04-05 Christophe Ley , Yvik Swan

New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…

Statistics Theory · Mathematics 2013-07-11 Abram M. Kagan , Tinghui Yu , Andrew Barron , Mokshay Madiman

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

Entanglement is the key quantum resource for improving measurement sensitivity beyond classical limits. However, the production of entanglement in mesoscopic atomic systems has been limited to squeezed states, described by Gaussian…

We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…

Information Theory · Computer Science 2007-10-08 Francisco J. Piera , Patricio Parada

By using the $q$-Gaussian distribution derived by the maximum entropy method for spatially-correlated $N$-unit nonextensive systems, we have calculated the generalized Fisher information matrix of $g_{\theta_n \theta_m}$ for $(\theta_1,…

Statistical Mechanics · Physics 2015-05-13 Hideo Hasegawa
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