Related papers: On a connection between Stein characterizations an…

We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…

Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

We show that both the classical as well as the quantum definitions of the Fisher information faithfully identify resourceful quantum states in general quantum resource theories, in the sense that they can always distinguish between states…

In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the…

In quantum metrology, the parameter estimation accuracy is bounded by quantum Fisher information. In this paper, we present coherence measures in terms of (quantum) Fisher information by directly considering the post-selective non-unitary…

We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. The Fisher information approach to these inverse problems…

We use Stein characterizations to obtain new moment-type estimators for the parameters of three classical spherical distributions (namely the Fisher-Bingham, the von Mises-Fisher, and the Watson distributions) in the i.i.d. case. This leads…

We present two extended forms of Fisher information that fit well in the context of nonextensive thermostatistics. We show that there exists an interplay between these generalized Fisher information, the generalized $q$-Gaussian…

Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are…

In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

Recently there is a rising interest in the research of mean field optimization, in particular because of its role in analyzing the training of neural networks. In this paper by adding the Fisher Information as the regularizer, we relate the…

Hermite subdivision schemes act on vector valued data that is not only considered as functions values in $\mathbb{R}^r$, but as consecutive derivatives, which leads to a mild form of level dependence of the scheme. Previously, we have…

In this paper the relation between quantum covariances and quantum Fisher informations are studied. This study is applied to generalize a recently proved uncertainty relation based on quantum Fisher information. The proof given…

Many statistical models require an estimation of unknown (co)-variance parameter(s) in a model. The estimation usually obtained by maximizing a log-likelihood which involves log determinant terms. In principle, one requires the…

The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions. In this paper, we complement the existing literature by…

Using the transport-of-intensity approach for free-space optical propagation in the paraxial regime, we show that diffraction is fundamentally related to the Fisher information associated with models of the transverse intensity…

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…

For any discrete target distribution, we exploit the connection between Markov chains and Stein's method via the generator approach and express the solution of Stein's equation in terms of expected hitting time. This yields new upper bounds…

This paper focuses on proving the equivalence between Stein's identity and de Bruijn's identity. Given some conditions, we prove that Stein's identity is equivalent to de Bruijn's identity. In addition, some extensions of de Bruijn's…