Related papers: A note on insufficiency and the preservation of Fi…
A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.
Alternative proofs for the superadditivity and the affinity (in the large system limit) of the usual and some fractional Fisher informations of a probability density of many variables are provided. They are consequences of the fact that…
Quantum Fisher information places the fundamental limit to the accuracy of estimating an unknown parameter. Here we shall provide the quantum Fisher information an operational meaning: a mixed state can be so prepared that a given…
A statistic on a statistical model is sufficient if it has no information loss, namely, the Fisher metric of the induced model coincides with that of the original model due to Kullback and Ay-Jost-L\^e-Schwachh\"ofer. We introduce a…
Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…
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…
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…
In recent years, in quantum information theory, there has been a remarkable development in the general theoretical framework for studying symmetry in dynamics. This development, called resource theory of asymmetry, is expected to have a…
We derive a new variational principle for the quantum Fisher information leading to a simple iterative alternating algorithm, the convergence of which is proved. The case of a fixed measurement, i.e. the classical Fisher information, is…
The concept of Fisher information can be useful even in cases where the probability distributions of interest are not absolutely continuous with respect to the natural reference measure on the underlying space. Practical examples where this…
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…
We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…
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.…
Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a…
We prove that for a large class of quantum Fisher information, a quantum channel is sufficient for a family of quantum states, i.e., the input states can be recovered from the output, if and only if the quantum Fisher information is…
A relationship between the Fisher information and the characteristic function is established with the help of two inequalities. A necessary and sufficient condition for equality is found. These results are used to determine the asymptotic…
We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver…
We prove an extended convexity for quantum Fisher information of a mixed state with a given convex decomposition. This convexity introduces a bound which has two parts: i. classical part associated to the Fisher information of the…
This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…
In proofs of L_2-differentiability, Lebesgue densities of a central distribution are often assumed right from the beginning. Generalizing Theorem 4.2 of Huber[81], we show that in the class of smooth parametric group models these densities…