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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…

Methodology · Statistics 2022-08-04 Adam Lane

The conventional formulation of quantum sensing is based on the assumption that the probe is reset to its initial state after each measurement. In a very distinct approach, one can also pursue a sequential measurement scheme in which…

Quantum Physics · Physics 2023-08-08 Yaoling Yang , Victor Montenegro , Abolfazl Bayat

In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

Mathematical Physics · Physics 2013-01-18 J. -F. Bercher

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

We propose a universal language to assess macroscopic quantumness in terms of coherence, with a set of conditions that should be satisfied by any measure of macroscopic coherence. We link the framework to the resource theory of asymmetry.…

Quantum Physics · Physics 2016-03-01 Benjamin Yadin , Vlatko Vedral

The uncertainty principle brings out intrinsic quantum bounds on the precision of measuring non-commuting observables. Statistical outcomes in the measurement of incompatible observables reveal a trade-off on the sum of corresponding…

Quantum Physics · Physics 2013-11-11 H. S. Karthik , A. R. Usha Devi , J. Prabhu Tej , A. K. Rajagopal

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

Statistics Theory · Mathematics 2023-03-15 Cheng-Der Fuh , Chu-Lan Michael Kao , Tianxiao Pang

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

On the standard microscopic model of friction we confirm the common belief that the irreversible entropy production originates from the increase of Shannon information. We reveal that the reversible microscopic dynamics would continuously…

Chemical Physics · Physics 2016-09-08 Lajos Diosi

We propose an experimentally accessible scheme to determine lower bounds on the quantum Fisher information (QFI), which ascertains multipartite entanglement or usefulness for quantum metrology. The scheme is based on comparing the…

Quantum Physics · Physics 2016-03-14 Florian Fröwis , Pavel Sekatski , Wolfgang Dür

When estimating the phase of a single mode, the quantum Fisher information for a pure probe state is proportional to the photon number variance of the probe state. In this work, we point out particular states that offer photon number…

Quantum Physics · Physics 2019-12-20 Changhyoup Lee , Changhun Oh , Hyunseok Jeong , Carsten Rockstuhl , Su-Yong Lee

The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…

Methodology · Statistics 2023-06-06 William R. Coulton , Benjamin D. Wandelt

Quantum-enhanced interferometry is often discussed in terms of ideal resources and asymptotic scalings, whereas in practice its performance is set by a delicate interplay between losses, state imbalance, and photon number. We address this…

Symmetry is key in classical and modern physics. A striking example is conservation of energy as a consequence of time-shift invariance from Noether's theorem. Symmetry is likewise a key element in statistics, which, as also physics,…

Statistics Theory · Mathematics 2020-04-27 Gunnar Taraldsen

Fisher's information measure plays a very important role in diverse areas of theoretical physics. The associated measures as functionals of quantum probability distributions defined in, respectively, coordinate and momentum spaces, are the…

Quantum Physics · Physics 2015-04-20 Angelo Plastino , Guido Bellomo , Angel R. Plastino

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

Quantum Physics · Physics 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta

Information theory provides a useful tool to understand the evolution of complex nonlinear systems and their sustainability. In particular, Fisher Information (FI) has been evoked as a useful measure of sustainability and the variability of…

Dynamical Systems · Mathematics 2016-08-18 Avan Al-Saffar , Eun-jin Kim

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…

Methodology · Statistics 2022-10-25 Sergey Tarima , Nancy Flournoy

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…

Statistics Theory · Mathematics 2016-07-06 Jiahua Chen

To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models. Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher…

Machine Learning · Statistics 2026-02-18 Aditi Gupta , Raphael A. Meyer , Yotam Yaniv , Elynn Chen , N. Benjamin Erichson