Related papers: Fisher Information for Inverse Problems and Trace …
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…
Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…
Results by van der Vaart (1991) from semi-parametric statistics about the existence of a non-zero Fisher information are reviewed in an infinite-dimensional non-linear Gaussian regression setting. Information-theoretically optimal inference…
This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…
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…
In distributed-parameter inverse problems in computational mechanics, spatially varying fields are inferred from noisy, indirect, and heterogeneous observations. The relevant identifiability question concerns which spatial perturbation…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…
We introduce a positive Hermitian operator, the Fisher operator, and use it to examine a measurement process incorporating unitary dynamics and complete measurements. We develop the idea of information complement, the minimization of which…
Famously, the quantum Fisher information -- the maximum Fisher information over all physical measurements -- is additive for independent copies of a system and the optimal measurement acts locally. We are left to wonder: does the same hold…
The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…
Classical Fisher-information asymptotics describe the covariance of regular efficient estimators through the local quadratic approximation of the log-likelihood, and thus capture first-order geometry only. In curved models, including…
We establish several convexity properties for the entropy and Fisher information of mixtures of centered Gaussian distributions. First, we prove that if $X_1, X_2$ are independent scalar Gaussian mixtures, then the entropy of $\sqrt{t}X_1 +…
Using a representation of the score function by means of the divergence operator we exhibit a sufficient condition, in terms of the negative moments of the norm of the Malliavin derivative, under which convergence in Fisher information to…
Fisher Information is a key notion in the whole field of quantum metrology. It allows for a direct quantification of maximal achievable precision of estimation of parameters encoded in quantum states using the most general quantum…
The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…
Non-Hermitian systems have attracted considerable interest over the last few decades due to their unique spectral and dynamical properties not encountered in Hermitian counterparts. An intensely debated question is whether non-Hermitian…
We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…
In quantum information theory, Fisher Information is a natural metric on the space of perturbations to a density matrix, defined by calculating the relative entropy with the unperturbed state at quadratic order in perturbations. In…
This study presents the Fisher information for the position-dependent mass Schr\"odinger equation with hyperbolical potential {$V(x)=-V_0{\rm csch}^2(ax)$}. The analysis of the quantum-mechanical probability for the ground and exited states…