Related papers: Fisher Information and the Fourth Moment Theorem
We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian (location) problem. Most existing bounds are order-wise loose in this setting,…
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…
We introduce a new kind of quantum measurement that is defined to be symmetric in the sense of uniform Fisher information across a set of parameters that injectively represent pure quantum states in the neighborhood of a fiducial pure…
We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…
The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…
In this study, considering the Fisher information metric (Fisher metric) given by a specific form, which is the form of weights in statistical physics, we rewrite the Einstein-Hilbert (EH) action. Then, determining the transformation rules…
We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…
We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…
We establish an a priori estimate for the dissipation of the Fisher information for the space-homogeneous Landau equation with very soft potentials. This work is motivated by the recent breakthrough by Guillen and Silvestre, which proves…
We investigate the ultimate estimation precision, characterized by the quantum Fisher information, of a two-level atom as a detector which is coupled to massless scalar field in the Minkowski vacuum. It has been shown that for an inertial…
We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…
We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus let down a curtain on a possible formulation of a principle 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 paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We consider a drift-diffusion process of $N$ stochastic particles and show that its empirical measure converges, as $N\rightarrow \infty$, to the solution of the Landau equation. We work in the regime of very soft and Coulomb potentials…
This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…
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…
This paper introduces a method for efficiently approximating the inverse of the Fisher information matrix, a crucial step in achieving effective variational Bayes inference. A notable aspect of our approach is the avoidance of analytically…
We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…
On any denumerable product of probability spaces, we extend the discrete Malliavin structure for conditionally independent random variables. As a consequence, we obtain the chaos decomposition for functionals of conditionally independent…