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We propose a standardized version of fairness measures for continuous scores with a reasonable interpretation based on the Wasserstein distance. Our measures are easily computable and well suited for quantifying and interpreting the…

Machine Learning · Statistics 2024-08-30 Ann-Kristin Becker , Oana Dumitrasc , Klaus Broelemann

We consider a general preferential attachment model, where the probability that a newly arriving vertex connects to an older vertex is proportional to a sublinear function of the indegree of the older vertex at that time. It is well known…

Probability · Mathematics 2018-05-04 Carina Betken , Hanna Döring , Marcel Ortgiese

An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is…

Probability · Mathematics 2012-05-01 S. G. Bobkov , G. P. Chistyakov , F. Götze

We establish uniform bounds on the low-order derivatives of Stein equation solutions for a broad class of multivariate, strongly log-concave target distributions. These "Stein factor" bounds deliver control over Wasserstein and related…

Probability · Mathematics 2016-11-24 Lester Mackey , Jackson Gorham

We introduce a new formalism for computing expectations of functionals of arbitrary random vectors, by using generalised integration by parts formulae. In doing so we extend recent representation formulae for the score function introduced…

Probability · Mathematics 2016-11-18 Ivan Nourdin , Giovanni Peccati , Yvik Swan

Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…

Machine Learning · Statistics 2022-10-20 Dung Le , Huy Nguyen , Khai Nguyen , Trang Nguyen , Nhat Ho

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…

Probability · Mathematics 2020-04-03 Nathakhun Wiroonsri

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…

Quantum Physics · Physics 2018-04-04 N. Metwally

Inspired by cartographic generalization principles, we present a generalization technique for rendering line charts at different sizes, preserving the important semantics of the data at that display size. The algorithm automatically…

Graphics · Computer Science 2021-10-26 Vidya Setlur , Haeyong Chung

We present a method to generate probability distributions that correspond to metrics obeying partial differential equations generated by extremizing a functional $J[g^{\mu\nu}(\theta^i)]$, where $g^{\mu\nu}(\theta^i)$ is the Fisher metric.…

Statistical Mechanics · Physics 2009-11-10 Xavier Calmet , Jacques Calmet

Taking into account the density matrices with non-full ranks, we show that the fidelity susceptibility is determined by the support of the density matrix. Combining with the corresponding expression of the quantum Fisher information, we…

Quantum Physics · Physics 2014-05-28 Jing Liu , Heng-Na Xiong , Fei Song , Xiaoguang Wang

Stein's (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution. In applications of Stein's method, one needs to establish a Stein…

Probability · Mathematics 2007-05-23 Andrew D. Barbour , Vydas Cekanavicius , Aihua Xia

For propensity score analysis and sparse estimation, we develop an information criterion for determining the regularization parameters needed in variable selection. First, for Gaussian distribution-based causal inference models, we extend…

Methodology · Statistics 2022-04-22 Yoshiyuki Ninomiya

The quantum Fisher information (QFI) is a fundamental quantity of interest in many areas from quantum metrology to quantum information theory. It can in particular be used as a witness to establish the degree of multi-particle entanglement…

Quantum Physics · Physics 2023-01-26 Aniket Rath , Cyril Branciard , Anna Minguzzi , Benoît Vermersch

We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…

Statistical Mechanics · Physics 2007-05-23 F. Pennini , A. Plastino

Structured optical beams possess rich spatial features that are commonly characterized using entropic measures of field complexity. However, such measures do not directly quantify the operational usefulness of optical structure for…

Optics · Physics 2025-12-30 J. Sumaya-Martinez , J. Mulia-Rodriguez

Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…

Numerical Analysis · Mathematics 2018-09-05 Hermann G. Matthies

The minimization of Fisher's information (MFI) approach of Frieden et al. [Phys. Rev. E {\bf 60} 48 (1999)] is applied to the study of size distributions in social groups on the basis of a recently established analogy between scale…

Physics and Society · Physics 2009-09-16 A. Hernando , D. Villuendas , C. Vesperinas , M. Abad , A. Plastino

We find the information geometry of tempered stable processes. Beginning with the derivation of $\alpha$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $\alpha$-connections…

Differential Geometry · Mathematics 2025-12-30 Jaehyung Choi