Related papers: Inferring an optimal Fisher measure
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…
The Fisher Information Metric (FIM) and the associated Cram\'er-Rao Bound (CRB) are fundamental tools in statistical signal processing, which inform the efficient design of experiments and algorithms for estimating the underlying…
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…
Quantum Fisher information is the principal tool used to give the ultimate precision bound on the estimation of parameters for quantum channels. In this work, we present analytical expressions for the quantum Fisher information with three…
Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…
We study the time-dependent quantum Fisher information (QFI) in an open quantum system satisfying the Gorini-Kossakowski-Sudarshan-Lindblad master equation. We also study the dynamics of the system from an effective non-Hermitian dynamics…
It is shown that the diffusion equation and its adjoint (time reversed) equation can be derived with only a few assumptions, using an information-theoretic approach based on the principle of minimum Fisher information
This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher…
We present a new efficient hybrid parameter estimation method based on the idea, that if nonlinear dynamic models are stated in terms of a system of equations that is linear in terms of the parameters, then regularized ordinary least…
This work investigates the impact of imperfect statistical information in the uplink of massive MIMO systems. In particular, we first show why covariance information is needed and then propose two schemes for covariance matrix estimation. A…
Variational extremization of the relative Fisher information (RFI, hereafter) is performed. Reciprocity relations, akin to those of thermodynamics are derived, employing the extremal results of the RFI expressed in terms of probability…
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…
List-mode data is increasingly being uesd in SPECT and PET imaging, among other imaging modalities. However, there are still many imaging designs that effectively bin list-mode data before image reconstruction or other estimation tasks are…
The expected decrease in system inertia and frequency stability motivates the development and maintenance of dynamic system models by Transmission System Operators. However, some dynamic model parameters can be unavailable due to market…
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…
Parameter inference with an estimated covariance matrix systematically loses information due to the remaining uncertainty of the covariance matrix. Here, we quantify this loss of precision and develop a framework to hypothetically restore…
We study the problem of estimating the magnitude of a Gaussian beam displacement using a two pixel or 'split' detector. We calculate the maximum likelihood estimator, and compute its asymptotic mean-squared-error via the Fisher information.…
In this contribution, quantum Fisher information is utilized to estimate the parameters of a central qubit interacting with a single-spin qubit. The effect of the longitudinal, transverse and the rotating strengths of the magnetic field on…
Side information is being used extensively to improve the effectiveness of sequential recommendation models. It is said to help capture the transition patterns among items. Most previous work on sequential recommendation that uses side…
Circular dichroism (CD) is a widely used technique for investigating optically chiral molecules, especially for biomolecules. It is thus of great importance that these parameters be estimated precisely so that the molecules with desired…