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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

This paper focuses on the privacy-preserving distributed estimation problem with a limited data rate, where the observations are the sensitive information. Specifically, a binary-valued quantizer-based privacy-preserving distributed…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Jieming Ke , Jimin Wang , Ji-Feng Zhang

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…

Statistics Theory · Mathematics 2023-07-19 Pooria Pakrooh , Ali Pezeshki , Louis L. Scharf , Douglas Cochran , Stephen D. Howard

The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…

Information Theory · Computer Science 2018-05-30 Manuel Stein , Josef A. Nossek

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

In order to provide a guaranteed precision and a more accurate judgement about the true value of the Cram\'{e}r-Rao bound and its scaling behavior, an upper bound (equivalently a lower bound on the quantum Fisher information) for precision…

Quantum Physics · Physics 2017-05-04 R. Yousefjani , S. Salimi , A. S. Khorashad

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

This paper establishes the privacy-preserving Cram\'er-Rao (CR) lower bound theory, characterizing the fundamental limit of identification accuracy under privacy constraint. An identifiability criterion under privacy constraint is derived…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jieming Ke , Jimin Wang , Ji-Feng Zhang

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) 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

Advanced super-resolution imaging techniques require specific approaches for accurate and consistent estimation of the achievable spatial resolution. Fisher information supplied to Cramer-Rao bound (CRB) has proved to be a powerful and…

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

In quantum multi-parameter estimation, the precision of estimating unknown parameters is bounded by the Cramer-Rao bound (CRB), defined via the inverse of the Fisher information matrix (FIM). However, in certain scenarios such as…

Quantum Physics · Physics 2025-11-18 Min Namkung , Changhyoup Lee , Hyang-Tag Lim

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

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

The quantum Fisher information constrains the achievable precision in parameter estimation via the quantum Cram\'er-Rao bound, which has attracted much attention in Hermitian systems since the 60s of the last century. However, less…

Quantum Physics · Physics 2021-03-15 Jianning Li , Haodi Liu , Zhihai Wang , Xuexi Yi

We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…

Machine Learning · Statistics 2025-10-10 Sanghwa Kim , Dohyun Ahn , Seungki Min

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

Fisher information provides a rigorous theoretical benchmark for evaluating quantum sensor sensitivity; however, a comprehensive framework for quantifying the fundamental limits of Rydberg-atom microwave electrometers remains lacking. In…

Optics · Physics 2026-03-04 Chen-Rong Liu , Runxia Tao , Xiang Lv , Ying Dong , Chuang Li , Binbin Wei , Mingti Zhou
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