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The use of mathematical models in the sciences often involves the estimation of unknown parameter values from data. Sloppiness provides information about the uncertainty of this task. In this paper, we develop a precise mathematical…

Metric Geometry · Mathematics 2018-03-15 Emilie Dufresne , Heather A. Harrington , Dhruva V. Raman

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…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

We consider a Gaussian statistical model whose parameter space is given by the variances of random variables. Underlying this model we identify networks by interpreting random variables as sitting on vertices and their correlations as…

Mathematical Physics · Physics 2015-06-17 Domenico Felice , Stefano Mancini , Marco Pettini

The space of probability distributions on a given sample space possesses natural geometric properties. For example, in the case of a smooth parametric family of probability distributions on the real line, the parameter space has a…

General Finance · Quantitative Finance 2015-06-03 Dorje C. Brody , Lane P. Hughston

An information-geometric approach to sensor management is introduced that is based on following geodesic curves in a manifold of possible sensor configurations. This perspective arises by observing that, given a parameter estimation problem…

Applications · Statistics 2016-11-15 Bill Moran , Stephen D. Howard , Douglas Cochran

We study some basic properties and examples of Hermitian metrics on complex manifolds whose traces of the curvature of the Chern connection are proportional to the metric itself.

Differential Geometry · Mathematics 2020-07-22 Daniele Angella , Simone Calamai , Cristiano Spotti

Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…

Statistics Theory · Mathematics 2015-03-17 Peter Ruckdeschel , Helmut Rieder

We introduce a concept of distance for a space-time where the notion of point is replaced by the notion of physical states e.g. probability distributions. We apply ideas of information theory and compute the Fisher information matrix on…

Mathematical Physics · Physics 2007-05-23 Jacques Calmet , Xavier Calmet

We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…

Probability · Mathematics 2018-06-12 Nigel J. Newton

Local information objectivity, that local, independent observers can infer the same information about a model upon exchange of independently acquired experimental data, is fundamental to science. It is mathematically encoded via Cencov's…

General Relativity and Quantum Cosmology · Physics 2026-05-19 Per Berglund , Andrew Geraci , Tristan Hubsch , David Mattingly , Djordje Minic

We study quantum statistical inference tasks of hypothesis testing and their canonical variations, in order to review relations between their corresponding figures of merit---measures of statistical distance---and demonstrate the crucial…

Quantum Physics · Physics 2020-09-25 Marcin Jarzyna , Jan Kolodynski

The asymmetric skew divergence smooths one of the distributions by mixing it, to a degree determined by the parameter $\lambda$, with the other distribution. Such divergence is an approximation of the KL divergence that does not require the…

Information Theory · Computer Science 2021-04-27 Masanari Kimura , Hideitsu Hino

In computer vision and medical imaging, the problem of matching structures finds numerous applications from automatic annotation to data reconstruction. The data however, while corresponding to the same anatomy, are often very different in…

Computer Vision and Pattern Recognition · Computer Science 2021-03-24 Pierre-Louis Antonsanti , Joan Glaunès , Thomas Benseghir , Vincent Jugnon , Irène Kaltenmark

Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…

Statistics Theory · Mathematics 2020-06-23 Patrick Michl

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…

Analysis of PDEs · Mathematics 2020-08-26 Nicolas Rougerie

We give a survey of the foundations of statistical queries and their many applications to other areas. We introduce the model, give the main definitions, and we explore the fundamental theory statistical queries and how how it connects to…

Machine Learning · Computer Science 2020-05-15 Lev Reyzin

The manifold of coupling constants parametrizing a quantum Hamiltonian is equipped with a natural Riemannian metric with an operational distinguishability content. We argue that the singularities of this metric are in correspondence with…

Quantum Physics · Physics 2007-05-23 P. Zanardi , P. Giorda , M. Cozzini

The Fisher information metric is an important foundation of information geometry, wherein it allows us to approximate the local geometry of a probability distribution. Recurrent neural networks such as the Sequence-to-Sequence (Seq2Seq)…

Machine Learning · Statistics 2018-01-09 Alessandro Bay , Biswa Sengupta

A physical field has an infinite number of degrees of freedom since it has a field value at each location of a continuous space. Therefore, it is impossible to know a field from finite measurements alone and prior information on the field…

Cosmology and Nongalactic Astrophysics · Physics 2021-01-12 Torsten A. Enßlin

Information field theory (IFT) is the application of probabilistic reasoning to fields. Physical fields are mathematical functions over continuous spaces that exhibit certain properties of regularity, such as limited variance and finite…

Instrumentation and Methods for Astrophysics · Physics 2025-08-26 Torsten Enßlin
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