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The Fisher information approximation (FIA) is an implementation of the minimum description length principle for model selection. Unlike information criteria such as AIC or BIC, it has the advantage of taking the functional form of a model…

Methodology · Statistics 2018-08-02 Daniel W. Heck , Morten Moshagen , Edgar Erdfelder

Many real-world tasks include some kind of parameter estimation, i.e., determination of a parameter encoded in a probability distribution. Often, such probability distributions arise from stochastic processes. For a stationary stochastic…

Quantum Physics · Physics 2023-06-08 Marco Radaelli , Gabriel T. Landi , Kavan Modi , Felix C. Binder

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…

Data Analysis, Statistics and Probability · Physics 2009-03-22 S. Prasad , N. C. Menicucci

Relative Fisher information (IR), which is a measure of correlative fluctuation between two probability densities, has been pursued for a number of quantum systems, such as, 1D quantum harmonic oscillator (QHO) and a few central potentials…

Quantum Physics · Physics 2019-04-05 Neetik Mukherjee , Amlan K. Roy

We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown.…

Machine Learning · Statistics 2026-05-05 Jean-Bastien Grill , Michal Valko , Rémi Munos

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari

We present a Fisher-information (FI) framework for photon-efficient fluorescence lifetime imaging microscopy (FLIM) that treats temporal sampling as a controllable design variable under a fixed photon (dose) budget. Starting from a Poisson…

Instrumentation and Detectors · Physics 2026-01-05 J. Sumaya-Martinez , E. Torres-Garcia

The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the…

Instrumentation and Methods for Astrophysics · Physics 2013-10-30 Carl L. Rodriguez , Benjamin Farr , Will M. Farr , Ilya Mandel

We investigated quantum critical behaviours in the non-equilibrium steady state of a $XXZ$ spin chain with boundary Markovian noise using the Fisher information. The latter represents the distance between two infinitesimally close states,…

Statistical Mechanics · Physics 2017-09-19 Ugo Marzolino , Tomaž Prosen

Noise affects the performance of quantum technologies, hence the importance of elaborating operative figures of merit that can capture its impact in exact terms. In quantum metrology, the introduction of the Fisher information measurement…

Quantum Physics · Physics 2024-09-30 Francesco Albarelli , Ilaria Gianani , Marco G. Genoni , Marco Barbieri

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Machine Learning · Computer Science 2019-02-26 Peter L. Bartlett , Victor Gabillon , Michal Valko

Classically, Fisher information is the relevant object in defining optimal experimental designs. However, for models that lack certain regularity, the Fisher information does not exist and, hence, there is no notion of design optimality…

Statistics Theory · Mathematics 2019-12-04 Yi Lin , Ryan Martin , Min Yang

We address the fundamental limits of learning unknown parameters of any stochastic process from time-series data, and discover exact closed-form expressions for how optimal inference scales with observation length. Given a parametrized…

Machine Learning · Computer Science 2023-10-09 Paul M. Riechers

Fine-tuning all the layers of a pre-trained neural language encoder (either using all the parameters or using parameter-efficient methods) is often the de-facto way of adapting it to a new task. We show evidence that for different…

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.…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 Thomas D. P. Edwards , Christoph Weniger

We present a unifying framework that bridges Bayesian asymptotics and information theory to analyze the asymptotic Shannon capacity of general large-scale MIMO channels including ones with nonlinearities or imperfect hardware. We derive…

Information Theory · Computer Science 2026-02-24 Sheng Yang , Richard Combes

We study the connection between exceptional points (EPs) and optimal parameter estimation, in a simple system consisting of two counter-propagating traveling wave modes in a microring resonator. The unknown parameter to be estimated is the…

Quantum Physics · Physics 2025-11-18 Robert L. Cook , Liwen Ko , K. Birgitta Whaley

Many researches proposed the use of the noon state as the input state for phase estimation, which is one topic of quantum metrology. This is because the input noon state provides the maximum Fisher information at the specific point.…

Quantum Physics · Physics 2011-06-24 Masahito Hayashi

While local basis function (LBF) estimation algorithms, commonly used for identifying/tracking systems with time-varying parameters, demonstrate good performance under the assumption of normally distributed measurement noise, the estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Maciej Niedźwiecki , Artur Gańcza , Wojciech Żuławiński , Agnieszka Wyłomańska

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal