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The problem of estimating the $\mathcal{H}_\infty$-norm of an LTI system from noisy input/output measurements has attracted recent attention as an alternative to parameter identification for bounding unmodeled dynamics in robust control. In…

Optimization and Control · Mathematics 2018-10-01 Stephen Tu , Ross Boczar , Benjamin Recht

The spatially dependent wave speed of a stochastic wave equation driven by space-time white noise is estimated using the local observation scheme. Given a fixed time horizon, we prove asymptotic normality for an augmented maximum likelihood…

Statistics Theory · Mathematics 2024-04-30 Eric Ziebell

On a fading channel with no channel state information at the receiver, calculating true log-likelihood ratios (LLR) is complicated. Existing work assume that the power of the additive noise is known and use the expected value of the fading…

Information Theory · Computer Science 2012-04-17 Raman Yazdani , Masoud Ardakani

We introduce a locally differentially private (LDP) algorithm for online federated learning that employs temporally correlated noise to improve utility while preserving privacy. To address challenges posed by the correlated noise and local…

Machine Learning · Computer Science 2025-03-13 Jiaojiao Zhang , Linglingzhi Zhu , Dominik Fay , Mikael Johansson

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

Statistics Theory · Mathematics 2021-07-01 Juan Carlos Escanciano

Non-linear performance measures are widely used for the evaluation of learning algorithms. For example, $F$-measure is a commonly used performance measure for classification problems in machine learning and information retrieval community.…

Machine Learning · Computer Science 2018-01-03 Shameem A Puthiya Parambath , Nicolas Usunier , Yves Grandvalet

Quantum Fisher information places the fundamental limit to the accuracy of estimating an unknown parameter. Here we shall provide the quantum Fisher information an operational meaning: a mixed state can be so prepared that a given…

Quantum Physics · Physics 2013-02-22 Sixia Yu

This paper is aimed at developing a better understanding of the structure of the information that in contained in galaxy surveys, so as to find optimal ways to combine observables from such surveys. We first show how Jaynes' Maximal Entropy…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Julien Carron , Adam Amara , Simon Lilly

The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…

Computation · Statistics 2016-02-17 Omri Har Shemesh , Rick Quax , Borja Miñano , Alfons G. Hoekstra , Peter M. A. Sloot

This paper investigates a large unitarily invariant system (LUIS) involving a unitarily invariant sensing matrix, an arbitrary fixed signal distribution, and forward error control (FEC) coding. Several area properties are established based…

Information Theory · Computer Science 2022-06-24 Lei Liu , Shansuo Liang , Li Ping

In this letter, we investigate the fundamental limits of localization in fluid antenna systems (FAS) utilizing a Fisher-information-theoretic framework. We develop a unified model to quantify the localization information extractable from…

Signal Processing · Electrical Eng. & Systems 2025-12-17 Abdelhamid Salem , Kai-Kit Wong , Hyundong Shin , Yangyang Zhang

Quantum synchronization has emerged as a crucial phenomenon in quantum nonlinear dynamics with potential applications in quantum information processing. Multiple measures for quantifying quantum synchronization exist. However, there is…

Quantum Physics · Physics 2023-08-02 Yuan Shen , Hong Yi Soh , Leong-Chuan Kwek , Weijun Fan

The increasing penetration of distributed energy resources (DERs) adds variability as well as fast control capabilities to power networks. Dispatching the DERs based on local information to provide real-time optimal network operation is the…

Optimization and Control · Mathematics 2025-02-24 Heng Liang , Yujin Huang , Changhong Zhao

The minimum achievable statistical uncertainty in the estimation of physical parameters is determined by the quantum Fisher information. Its computation for noisy systems is still a challenging problem. Using a variational approach, we…

Quantum Physics · Physics 2012-11-21 B. M. Escher , L. Davidovich , N. Zagury , R. L. de Matos Filho

The prequel to this work [Ng et al., Phys. Rev. A 93, 042121 (2016)] proposes the method of spectral photon counting to enhance noise spectroscopy with an optical interferometer. While the predicted enhancement over homodyne detection is…

Quantum Physics · Physics 2026-04-14 Xinyi Sui , Mankei Tsang

Motivated by recent studies of population coding in theoretical neuroscience, we examine the optimality of a recently described form of stochastic resonance known as suprathreshold stochastic resonance, which occurs in populations of noisy…

Statistical Mechanics · Physics 2007-07-02 Mark D. McDonnell , Nigel G. Stocks , Charles E. M. Pearce , Derek Abbott

State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…

Methodology · Statistics 2016-12-16 Bin Liu

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

Computation · Statistics 2015-11-13 Antonio Forcina

Fisher information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a…

Classical Physics · Physics 2023-10-06 Mohamed Sahbani , Swetamber Das , Jason R. Green

A key assumption in most existing works on FL algorithms' convergence analysis is that the noise in stochastic first-order information has a finite variance. Although this assumption covers all light-tailed (i.e., sub-exponential) and some…

Machine Learning · Computer Science 2022-12-27 Haibo Yang , Peiwen Qiu , Jia Liu