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Uncertain input of a mathematical model induces uncertainties in the output and probabilistic sensitivity analysis identifies the influential inputs to guide decision-making. Of practical concern is the probability that the output would, or…

Information Theory · Computer Science 2022-07-12 Jiannan Yang

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

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

Statistical Mechanics · Physics 2012-04-06 Takuya Yamano

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

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

Fisher Information is a key notion in the whole field of quantum metrology. It allows for a direct quantification of maximal achievable precision of estimation of parameters encoded in quantum states using the most general quantum…

Quantum Physics · Physics 2023-04-25 Stanislaw Kurdzialek , Rafal Demkowicz-Dobrzanski

We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…

Information Theory · Computer Science 2021-07-12 Leighton Pate Barnes , Ayfer Ozgur

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

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 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 mean of an unknown variance-$\sigma^2$ distribution $f$ can be estimated from $n$ samples with variance $\frac{\sigma^2}{n}$ and nearly corresponding subgaussian rate. When $f$ is known up to translation, this can be improved…

Statistics Theory · Mathematics 2023-06-30 Shivam Gupta , Jasper C. H. Lee , Eric Price

The minimum achievable statistical uncertainty in the estimation of physical parameters is determined by the quantum Fisher information. Its computation for noisy systems is still a challenging problem. Using a variational approach, we…

Quantum Physics · Physics 2012-11-21 B. M. Escher , L. Davidovich , N. Zagury , R. L. de Matos Filho

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…

Quantum Physics · Physics 2011-06-23 Madalin Guta

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…

Quantum Physics · Physics 2026-05-22 Pedro B. Melo

We employ a unified framework for computing the information capacity of biological signaling systems using Fisher Information. By deriving closed-form or easily computable information capacity formulas, we quantify how well different…

Quantitative Methods · Quantitative Biology 2025-05-14 Michał Komorowski

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…

High Energy Physics - Theory · Physics 2026-05-04 James Halverson , Thomas R. Harvey , Michael Nee

In quantum metrology, the parameter estimation accuracy is bounded by quantum Fisher information. In this paper, we present coherence measures in terms of (quantum) Fisher information by directly considering the post-selective non-unitary…

Quantum Physics · Physics 2023-07-06 Deng-hui Yu , Chang-shui Yu

Noise affects the performance of quantum technologies, hence the importance of elaborating operative figures of merit that can capture its impact in exact terms. In quantum metrology, the introduction of the Fisher information measurement…

Quantum Physics · Physics 2024-09-30 Francesco Albarelli , Ilaria Gianani , Marco G. Genoni , Marco Barbieri

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
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