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The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…

Computation · Statistics 2016-02-17 Omri Har Shemesh , Rick Quax , Borja Miñano , Alfons G. Hoekstra , Peter M. A. Sloot

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

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 (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Statistics Theory · Mathematics 2016-11-24 Dave Zachariah , Petre Stoica

The Fisher information matrix provides a way to measure the amount of information given observed data based on parameters of interest. Many applications of the FIM exist in statistical modeling, system identification, and parameter…

Computation · Statistics 2021-04-16 Xuan Wu

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

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

The Fisher information matrix (FIM) is a fundamental quantity to represent the characteristics of a stochastic model, including deep neural networks (DNNs). The present study reveals novel statistics of FIM that are universal among a wide…

Machine Learning · Statistics 2019-10-10 Ryo Karakida , Shotaro Akaho , Shun-ichi Amari

The Fisher information matrix (FIM) is fundamental to understanding the trainability of deep neural nets (DNN), since it describes the parameter space's local metric. We investigate the spectral distribution of the conditional FIM, which is…

Machine Learning · Statistics 2021-03-31 Tomohiro Hayase , Ryo Karakida

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…

Numerical Analysis · Mathematics 2026-04-14 Kathrin Hellmuth , Christian Klingenberg , Qin Li

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

We consider the problems of clustering, classification, and visualization of high-dimensional data when no straightforward Euclidean representation exists. Typically, these tasks are performed by first reducing the high-dimensional data to…

Machine Learning · Statistics 2009-09-29 Kevin M. Carter , Raviv Raich , William G. Finn , Alfred O. Hero

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

Preconditioning with the quantum Fisher information matrix (QFIM) is a popular approach in quantum variational algorithms. Yet the QFIM is costly to obtain directly, usually requiring more state preparation than its classical counterpart:…

Quantum Physics · Physics 2026-04-09 Jianfeng Lu , Kecen Sha

Fisher information and Shannon entropy are fundamental tools for understanding and analyzing dynamical systems from complementary perspectives. They can characterize unknown parameters by quantifying the information contained in variables,…

Information Theory · Computer Science 2025-12-19 Yuxuan Bao , J. Nathan Kutz

In mixed linear models with nonnormal data, the Gaussian Fisher information matrix is called a quasi-information matrix (QUIM). The QUIM plays an important role in evaluating the asymptotic covariance matrix of the estimators of the model…

Statistics Theory · Mathematics 2007-06-13 Jiming Jiang

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…

Probability · Mathematics 2024-09-23 Nguyen Tien Dung

Quantum Fisher information matrix (QFIM) is a cornerstone of modern quantum metrology and quantum information geometry. Apart from optimal estimation, it finds applications in description of quantum speed limits, quantum criticality,…

Quantum Physics · Physics 2018-04-16 Dominik Šafránek

The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the…

Instrumentation and Methods for Astrophysics · Physics 2013-10-30 Carl L. Rodriguez , Benjamin Farr , Will M. Farr , Ilya Mandel

The eigenvalues and eigenvectors of the Fisher information matrix (FIM) can reveal the most and least sensitive directions of a system and it has wide application across science and engineering. We present a symplectic variant of the…

Information Theory · Computer Science 2023-07-04 Jiannan Yang
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