Related papers: Intrinsic probability distributions for physical s…
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…
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…
Random fields are useful mathematical objects in the characterization of non-deterministic complex systems. A fundamental issue in the evolution of dynamical systems is how intrinsic properties of such structures change in time. In this…
The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…
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…
We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…
This paper is a strongly geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, are also used in many…
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.…
Alternative proofs for the superadditivity and the affinity (in the large system limit) of the usual and some fractional Fisher informations of a probability density of many variables are provided. They are consequences of the fact that…
When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as…
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…
The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The…
We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…
Fine-tuning and naturalness, the sensitivity of low-energy observables to small changes in the fundamental parameters of a theory, are cornerstones of physics beyond the Standard Model. We propose a new measure of fine-tuning based on…
In this brief note we compute the Fisher information of a family of generalized normal distributions. Fisher information is usually defined for regular distributions, i.e. continuously differentiable (log) density functions whose support…
Shannon entropy and Fisher information functionals are known to quantify certain information-theoretic properties of continuous probability distributions of various origins. We carry out a systematic study of these functionals, while…
Structured optical beams possess rich spatial features that are commonly characterized using entropic measures of field complexity. However, such measures do not directly quantify the operational usefulness of optical structure for…
The Fisher-Rao distance is the geodesic distance between probability distributions in a statistical manifold equipped with the Fisher metric, which is a natural choice of Riemannian metric on such manifolds. It has recently been applied to…
We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…