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The estimation of continuous parameters from measured data plays a central role in many fields of physics. A key tool in understanding and improving such estimation processes is the concept of Fisher information, which quantifies how…

The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in…

Statistical Mechanics · Physics 2016-05-04 Omri Har Shemesh , Rick Quax , Alfons G. Hoekstra , Peter M. A. Sloot

The Fisher information matrix can be used to characterize the local geometry of the parameter space of neural networks. It elucidates insightful theories and useful tools to understand and optimize neural networks. Given its high…

Machine Learning · Computer Science 2024-10-31 Alexander Soen , Ke Sun

The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Michele Vallisneri

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…

Quantum Physics · Physics 2024-04-30 Matteo Scandi , Paolo Abiuso , Jacopo Surace , Dario De Santis

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

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

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

We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…

The problem how to approximately determine the absolute value of the Fisher information measure for a general parametric probabilistic system is considered. Having available the first and second moment of the system output in a parametric…

Information Theory · Computer Science 2015-06-16 Manuel Stein , Amine Mezghani , Josef A. Nossek

The Fisher's information metric is introduced in order to find the real meaning of the probability distribution in classical and quantum systems described by Riemaniann non-degenerated superspaces. In particular, the physical r\^{o}le…

High Energy Physics - Theory · Physics 2012-12-04 Diego Julio Cirilo-Lombardo , Victor I. Afonso

Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…

Quantum Physics · Physics 2012-09-04 Xiao-Ming Lu , Shunlong Luo , C. H. Oh

Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a parametric model that are based on auxiliary non-parametric maximum likelihood density estimators are shown to be asymptotically normal. If the…

Statistics Theory · Mathematics 2012-01-24 Florian Gach , Benedikt M. Pötscher

In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

Mathematical Physics · Physics 2013-01-18 J. -F. Bercher

This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…

Statistics Theory · Mathematics 2026-04-02 Telmo Pérez-Izquierdo

Fisher information, Shannon information entropy and Statistical Complexity are calculated for the interface of a normal metal and a superconductor, as a function of the temperature for several materials. The order parameter $\Psi({\bf r})$…

Quantum Physics · Physics 2018-06-05 Ch. C. Moustakidis , C. P. Panos

It is a widely accepted fact that the computational capability of recurrent neural networks is maximized on the so-called "edge of criticality". Once the network operates in this configuration, it performs efficiently on a specific…

Data Analysis, Statistics and Probability · Physics 2017-01-06 Lorenzo Livi , Filippo Maria Bianchi , Cesare Alippi

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

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…

Methodology · Statistics 2024-04-29 A. Godichon-Baggioni , D. Nguyen , M-N Tran

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…

Classical Physics · Physics 2023-10-06 Mohamed Sahbani , Swetamber Das , Jason R. Green