Related papers: Fisher information and convergence to stable laws
We show how to verify the metrological usefulness of quantum states based on the expectation values of an arbitrarily chosen set of observables. In particular, we estimate the quantum Fisher information as a figure of merit of metrological…
Fisher's information measure plays a very important role in diverse areas of theoretical physics. The associated measures as functionals of quantum probability distributions defined in, respectively, coordinate and momentum spaces, are the…
This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…
In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…
We study the convergence properties of a pair of learning algorithms (learning with and without memory). This leads us to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the…
We investigate the connection between the time-evolution of averages of stochastic quantities and the Fisher information and its induced statistical length. As a consequence of the Cramer-Rao bound, we find that the rate of change of the…
Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…
Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…
Fisher Information (FI) is a quantity ubiquitously measured in such varied areas like metrology, machine learning, and biological complexity. Mathematically, it represents a lower bound in the variance of unknown parameters that are related…
We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…
We derive a general upper bound to mutual information in terms of the Fisher information. The bound may be further used to derive a lower bound for the Bayesian quadratic cost. These two provide alternatives to other inequalities in the…
Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…
Quantum Fisher information and signal-to-noise ratio bounds are derived for the estimation of moments of general partially coherent objects. Under an asymptotic analysis in the sub-Rayleigh regime, these bounds are shown to be less…
We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…
Statistical limits are defined relaxing conditions on conventional convergence. The main idea of the statistical convergence of a sequence l is that the majority of elements from l converge and we do not care what is going on with other…
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…
Fisher information, lies at the heart of parameter estimation theory, was recently found to have a close relation with multipartite entanglement (Pezz\'{e} and Smerzi, Phys. Rev. Lett. 102, 100401). We use Fisher information to distinguish…
New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…
The reaction diffusion equation arises in physical situations in problems from population growth, genetics and physical sciences. We consider the generalised Fisher equation in cylindrical coordinates from Lie theory stand point. An…
We analyze the inverse scattering series for diffuse waves in random media. In previous work the inverse series was used to develop fast, direct image reconstruction algorithms in optical tomography. Here we characterize the convergence,…