Related papers: Inferring an optimal Fisher measure
D-Optimal designs for estimating parameters of response models are derived by maximizing the determinant of the Fisher information matrix. For non-linear models, the Fisher information matrix depends on the unknown parameter vector of…
Super-resolution estimation is the problem of recovering a stream of spikes (point sources) from the noisy observation of a few numbers of its first trigonometric moments. The performance of super-resolution is recognized to be intimately…
This paper establishes a mathematical foundation for the Adam optimizer, elucidating its connection to natural gradient descent through Riemannian and information geometry. We provide an accessible and detailed analysis of the diagonal…
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…
Motivated by the growing interest in quantum machine learning, in particular quantum neural networks (QNNs), we study how recently introduced evaluation metrics based on the Fisher information matrix (FIM) are effective for predicting their…
We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…
This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…
The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…
We consider the problem of full information maximum likelihood (FIML) estimation in a factor analysis model when a majority of the data values are missing. The expectation-maximization (EM) algorithm is often used to find the FIML…
This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…
We study a scenario where an aircraft has multiple heterogeneous sensors collecting measurements to track a target vehicle of unknown location. The measurements are sampled along the flight path and our goals to optimize sensor placement to…
We study the optimality conditions of information transfer in systems with memory in the low signal-to-noise ratio regime of vanishing input amplitude. We find that the optimal mutual information is represented by a maximum-variance of the…
Famously, the quantum Fisher information -- the maximum Fisher information over all physical measurements -- is additive for independent copies of a system and the optimal measurement acts locally. We are left to wonder: does the same hold…
The estimation of continuous parameters from measured data plays a central role in many fields of physics. A key tool in understanding and improving such estimation processes is the concept of Fisher information, which quantifies how…
Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…
We discuss efficient methods to optimize the metrological performance over local Hamiltonians in a bipartite quantum system. For a given quantum state, our methods find the best local Hamiltonian for which the state outperforms separable…
Physics-informed Neural Networks (PINNs) show that embedding physical laws directly into the learning objective can significantly enhance the efficiency and physical consistency of neural network solutions. Similar to optimizing loss…
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…
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…
A general method for deriving maximally informative sigmoidal tuning curves for neural systems with small normalized variability is presented. The optimal tuning curve is a nonlinear function of the cumulative distribution function of the…