Related papers: On a connection between Stein characterizations an…
The classical statistics indication for the impossibility to derive quantum mechanics from classical mechanics is proved. The formalism of the statistical Fisher information is used. Next the Fisher information as a tool of the construction…
Informationally complete measurements form the foundation of universal quantum state reconstruction, while quantum parameter estimation is based on the local structure of the manifold of quantum states. Here we establish a general link…
We consider random transverse-field Ising spin chains and study the magnetization and the energy-density profiles by numerically exact calculations in rather large finite systems ($L\le 128$). Using different boundary conditions (free,…
The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…
Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large…
The notion of degree begins in field theory as the dimension of a field extension. In algebraic geometry, this idea reappears as the degree of a finite morphism, defined using the induced extension of function fields. For proper morphisms…
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can be written as products of independent random variables. We…
Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds…
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback…
We extend Stein's lemma for averages that explicitly contain the Gaussian random variable at a power. We present two proofs for this extension of Stein's lemma, with the first being a rigorous proof by mathematical induction. The…
Representing probability distributions by the gradient of their density functions has proven effective in modeling a wide range of continuous data modalities. However, this representation is not applicable in discrete domains where the…
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…
We introduce a density-power weighted variant for the Stein operator, called the $\gamma$-Stein operator. This is a novel class of operators derived from the $\gamma$-divergence, designed to build robust inference methods for unnormalized…
The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of Gaussian distributions lead to a new mean function of…
The quantum Fisher information matrix is a central object in multiparameter quantum estimation theory. It is usually challenging to obtain analytical expressions for it because most calculation methods rely on the diagonalization of the…
This monograph provides a rigorous overview of theoretical and methodological aspects of probabilistic inference and learning with Stein's method. Recipes are provided for constructing Stein discrepancies from Stein operators and Stein…
The goal of this work is to introduce and investigate a generalised Fisher Information in the setting of linear Fokker-Planck equations. This functional, which depends on two functions instead of one, exhibits the same decay behaviour as…
We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…