English
Related papers

Related papers: A Pessimistic Approximation for the Fisher Informa…

200 papers

The Fisher information $F$ gives a limit to the ultimate precision achievable in a phase estimation protocol. It has been shown recently that the Fisher information for a linear two-mode interferometer cannot exceed the number of particles…

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

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.…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 Thomas D. P. Edwards , Christoph Weniger

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

Statistics Theory · Mathematics 2021-07-01 Juan Carlos Escanciano

Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…

Quantum Physics · Physics 2009-11-07 Denes Petz

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

Quantum Physics · Physics 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta

Fisher Information (FI) is a quantity ubiquitously measured in such varied areas like metrology, machine learning, and biological complexity. Mathematically, it represents a lower bound in the variance of unknown parameters that are related…

Statistical Mechanics · Physics 2026-01-21 Pedro B. Melo , Sílvio M. Duarte Queirós , Diogo O. Soares-Pinto , Welles A. M. Morgado

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

The unavoidable interaction between a quantum system and the external noisy environment can be mimicked by a sequence of stochastic measurements whose outcomes are neglected. Here we investigate how this stochasticity is reflected in the…

Quantum Physics · Physics 2018-03-30 Matthias M. Müller , Stefano Gherardini , Augusto Smerzi , Filippo Caruso

The quantum Cram\'er-Rao bound sets a fundamental limit on the accuracy of unbiased parameter estimation in quantum systems, relating the uncertainty in determining a parameter to the inverse of the quantum Fisher information. We…

Quantum Fisher information places the fundamental limit to the accuracy of estimating an unknown parameter. Here we shall provide the quantum Fisher information an operational meaning: a mixed state can be so prepared that a given…

Quantum Physics · Physics 2013-02-22 Sixia Yu

Quantum Fisher information is a central quantity in quantum metrology. We discuss an alternative representation of quantum Fisher information for unitary parametrization processes. The highlight of this representation is that all…

Quantum Physics · Physics 2015-02-25 Jing Liu , Xiaoxing Jing , Xiaoguang Wang

Classically, Fisher information is the relevant object in defining optimal experimental designs. However, for models that lack certain regularity, the Fisher information does not exist and, hence, there is no notion of design optimality…

Statistics Theory · Mathematics 2019-12-04 Yi Lin , Ryan Martin , Min Yang

New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…

Statistics Theory · Mathematics 2013-07-11 Abram M. Kagan , Tinghui Yu , Andrew Barron , Mokshay Madiman

For a known weak signal in additive white noise, the asymptotic performance of a locally optimum processor (LOP) is shown to be given by the Fisher information (FI) of a standardized even probability density function (PDF) of noise in three…

Data Analysis, Statistics and Probability · Physics 2011-11-28 Fabing Duan , Francois Chapeau-Blondeau , Derek Abbott

The Fisher information matrix (FIM) is a foundational concept in statistical signal processing. The FIM depends on the probability distribution, assumed to belong to a smooth parametric family. Traditional approaches to estimating the FIM…

Computation · Statistics 2015-06-22 Visar Berisha , Alfred O. Hero

We address the fundamental limits of learning unknown parameters of any stochastic process from time-series data, and discover exact closed-form expressions for how optimal inference scales with observation length. Given a parametrized…

Machine Learning · Computer Science 2023-10-09 Paul M. Riechers

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…

Quantum Physics · Physics 2015-04-20 Angelo Plastino , Guido Bellomo , Angel R. Plastino

We introduce a new kind of quantum measurement that is defined to be symmetric in the sense of uniform Fisher information across a set of parameters that injectively represent pure quantum states in the neighborhood of a fiducial pure…

Quantum Physics · Physics 2016-05-11 Nan Li , Christopher Ferrie , Jonathan A. Gross , Amir Kalev , Carlton M. Caves

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

Chaotic Dynamics · Physics 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet