Related papers: Fisher Information and the Fourth Moment Theorem
Fisher-information inequalities have recently been used as operational witnesses of nonclassical metrological behavior, but their physical meaning is often tied to a particular narrative, such as, segmented dynamics or discrete…
The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…
The Fisher infinitesimal model is a classical model of phenotypic trait inheritance in quantitative genetics. Here, we prove that it encompasses a remarkable convexity structure which is compatible with a selection function having a convex…
Wave packet revivals and fractional revivals are studied by means of a measure of nonclassicality based on the Fisher information. In particular, we show that the spreading and the regeneration of initially Gaussian wave packets in a…
Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a…
In this paper we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart…
A statistic on a statistical model is sufficient if it has no information loss, namely, the Fisher metric of the induced model coincides with that of the original model due to Kullback and Ay-Jost-L\^e-Schwachh\"ofer. We introduce a…
We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…
We study the problem of estimating the magnitude of a Gaussian beam displacement using a two pixel or 'split' detector. We calculate the maximum likelihood estimator, and compute its asymptotic mean-squared-error via the Fisher information.…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically…
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…
In this paper we obtain a rate of convergence in the central limit theorem for high order weighted Hermite variations of the fractional Brownian motion. The proof is based on the techniques of Malliavin calculus and the quantitative stable…
The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…
For a Gaussian process $X$ and smooth function $f$, we consider a Stratonovich integral of $f(X)$, defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on $X$ such that the sequence converges…
In the adiabatic perturbation theory, Berry curvature is related to the generalized force, and the quantum metric tensor is linked with energy fluctuation. While the former is tested with numerous numerical results and experimental…
We establish a variant of the log-Sobolev and transport-information inequalities for mixture distributions. If a probability measure $\pi$ can be decomposed into components that individually satisfy such inequalities, then any measure $\mu$…
For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
This article is concerned with the existence of nonnegative weak solutions to a particular fourth-order partial differential equation: it is a formal gradient flow with respect to a generalized Wasserstein transportation distance with…