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The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Michele Vallisneri

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 Edward K. Porter

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

The Fisher information matrix (FIM) has long been of interest in statistics and other areas. It is widely used to measure the amount of information and calculate the lower bound for the variance for maximum likelihood estimation (MLE). In…

Information Theory · Computer Science 2015-06-19 Shenghan Guo

Using the \texttt{lalinference} Markov-chain Monte Carlo parameter estimation code, we examine two distinct nonprecessing black hole-neutron star (BH-NS) binaries with and without higher-order harmonics. Our simulations suggest that higher…

General Relativity and Quantum Cosmology · Physics 2014-03-26 R. O'Shaughnessy , B. Farr , E. Ochsner , Hee-Suk Cho , C. Kim , Chang-Hwan Lee

The Fisher matrix (FM) has been generally used to predict the accuracy of the gravitational wave parameter estimation. Although a limitation of the FM has been well known, it is still mainly used due to its very low computational cost…

General Relativity and Quantum Cosmology · Physics 2014-11-21 Hee-Suk Cho , Chang-Hwan Lee

The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…

Methodology · Statistics 2023-02-07 Maud Delattre , Estelle Kuhn

The Fisher matrix formalism has in recent times become the standard method for predicting the precision with which various cosmological parameters can be extracted from future data. This approach is fast, and generally returns accurate…

Third-generation gravitational wave detectors such as Einstein Telescope and Cosmic Explorer will have significantly better sensitivities than current detectors, as well as a wider frequency bandwidth. This will increase the number and…

General Relativity and Quantum Cosmology · Physics 2025-10-22 Tomasz Baka , Harsh Narola , Justin Janquart , Anuradha Samajdar , Tim Dietrich , Chris Van Den Broeck

Maximum likelihood estimates and corresponding confidence regions of the estimates are commonly used in statistical inference. In practice, people often construct approximate confidence regions with the Fisher information at given sample…

Statistics Theory · Mathematics 2021-07-13 Sihang Jiang

In the realm of deep learning, the Fisher information matrix (FIM) gives novel insights and useful tools to characterize the loss landscape, perform second-order optimization, and build geometric learning theories. The exact FIM is either…

Machine Learning · Computer Science 2021-10-29 Alexander Soen , Ke Sun

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…

Methodology · Statistics 2023-06-06 William R. Coulton , Benjamin D. Wandelt

Unlike ground-based gravitational wave detectors, space-based gravitational wave detectors can detect the ringdown signals from massive black hole mergers with large signal-to-noise ratios, help to localize sources and extract their…

General Relativity and Quantum Cosmology · Physics 2021-11-01 Chunyu Zhang , Yungui Gong , Chao Zhang

Massive black hole binaries are the primary source of gravitational waves (GW) for the future eLISA observatory. The detection and parameter estimation of these sources to high redshift would provide invaluable information on the formation…

General Relativity and Quantum Cosmology · Physics 2015-05-27 Edward K. Porter , Neil J. Cornish

We present a comparison of Fisher matrix forecasts for cosmological probes with Monte Carlo Markov Chain (MCMC) posterior likelihood estimation methods. We analyse the performance of future Dark Energy Task Force (DETF) stage-III and stage-…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Laura Wolz , Martin Kilbinger , Jochen Weller , Tommaso Giannantonio

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

The Fisher information matrix (FIM) is a foundational concept in statistical signal processing. The FIM depends on the probability distribution, assumed to belong to a smooth parametric family. Traditional approaches to estimating the FIM…

Computation · Statistics 2015-06-22 Visar Berisha , Alfred O. Hero

We compute the accuracy at which a LISA-like space-based gravitational wave detector will be able to observe deviations from General Relativity in the low frequency approximation. To do so, we introduce six correction parameters that…

General Relativity and Quantum Cosmology · Physics 2015-05-30 Cédric Huwyler , Antoine Klein , Philippe Jetzer

This paper describes the most accurate analytical frequentist assessment to date of the uncertainties in the estimation of physical parameters from gravitational waves generated by non spinning binary systems and Earth-based networks of…

General Relativity and Quantum Cosmology · Physics 2013-05-29 Salvatore Vitale , Michele Zanolin

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…

Computation · Statistics 2016-08-08 Lingyao Meng
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