Related papers: Fisher information as a performance metric for loc…
The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…
We derive an approximate expression for mutual information in a broad class of discrete-time stationary channels with continuous input, under the constraint of vanishing input amplitude or power. The approximation describes the input by its…
Identification of latent binary sequences from a pool of noisy observations has a wide range of applications in both statistical learning and population genetics. Each observed sequence is the result of passing one of the latent…
We present a numerical method to evaluate mutual information (MI) in nonlinear Gaussian noise channels by using denoising score matching (DSM) learning for estimating the score function of channel output. Via de Bruijn's identity, Fisher…
Estimating the angular separation between two incoherently radiating monochromatic point sources is a canonical toy problem to quantify spatial resolution in imaging. In recent work, Tsang {\em et al.} showed, using a Fisher Information…
We derive upper bounds on the quantum Fisher information in interferometry with $N$ subsystems, e.g. two-level atoms or Gaussian modes, in the presence of arbitrarily correlated Gaussian dephasing including independent and collective…
It is well known that a suggestive relation exists that links Schr\"odinger's equation (SE) to the information-optimizing principle based on Fisher's information measure (FIM). We explore here an approach that will allow one to infer the…
For each $p \in (0,2]$, we present a randomized algorithm that returns an $\epsilon$-approximation of the $p$th frequency moment of a data stream $F_p = \sum_{i = 1}^n \abs{f_i}^p$. The algorithm requires space $O(\epsilon^{-2} \log…
The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…
In real-time applications the characteristics and properties of a signal vary inconsistently. So, to maintain the integrity of such signals there is a need for effective adaptive filters. The conventional Least Mean Squared(LMS) algorithm…
In order to efficiently image a non-absorbing sample (a phase object), dedicated phase contrast optics are required. Typically, these optics are designed with the assumption that the sample is weakly scattering, implying a linear relation…
We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…
Recently new approaches for sensing the frequency of time dependent Hamiltonians have been presented, and it was shown that the optimal Fisher information scales as $T^{4}.$ We present here our interpretation of this new scaling, where the…
Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…
We consider non-linear regression models corrupted by generic noise when the regression functions form a non-linear subspace of L^2, relevant in non-linear PDE inverse problems and data assimilation. We show that when the score of the model…
One of the most popular methods for continual learning with deep neural networks is Elastic Weight Consolidation (EWC), which involves computing the Fisher Information. The exact way in which the Fisher Information is computed is however…
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…
We present the experimental measurement, on a quantum processor, of a series of polynomial lower bounds that converge to the quantum Fisher information (QFI), a fundamental quantity for certifying multipartite entanglement that is useful…
This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…
We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for…