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For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…

Information Theory · Computer Science 2015-06-18 Justin Ziniel , Philip Schniter , Per Sederberg

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

Compressed sensing is a promising technique that attempts to faithfully recover sparse signal with as few linear and nonadaptive measurements as possible. Its performance is largely determined by the characteristic of sensing matrix.…

Information Theory · Computer Science 2013-10-03 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

The problem of preserving the privacy of individual entries of a database when responding to linear or nonlinear queries with constrained additive noise is considered. For privacy protection, the response to the query is systematically…

Optimization and Control · Mathematics 2018-08-30 Farhad Farokhi , Henrik Sandberg

In probabilistic quantum metrology, one aims at finding weak measurements that concentrate the Fisher Information on the resulting quantum states, post-selected according to the weak outcomes. Though the Quantum Cram\'er-Rao bound itself…

Quantum Physics · Physics 2022-07-08 Massimo Frigerio , Stefano Olivares , Matteo G. A. Paris

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

The present work deals with active sampling of graph nodes representing training data for binary classification. The graph may be given or constructed using similarity measures among nodal features. Leveraging the graph for classification…

Machine Learning · Statistics 2018-10-17 Dimitris Berberidis , Georgios B. Giannakis

The planning and design of future experiments rely heavily on forecasting to assess the potential scientific value provided by a hypothetical set of measurements. The Fisher information matrix, due to its convenient properties and low…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-10 Joseph Ryan , Brandon Stevenson , Cynthia Trendafilova , Joel Meyers

In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…

Machine Learning · Statistics 2020-04-28 Mahsa Lotfi , Mathukumalli Vidyasagar

Estimating the parameters of compact binaries which coalesce and produce gravitational waves is a challenging Bayesian inverse problem. Gravitational-wave parameter estimation lies within the class of multifidelity problems, where a variety…

General Relativity and Quantum Cosmology · Physics 2024-05-31 Bassel Saleh , Aaron Zimmerman , Peng Chen , Omar Ghattas

This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple algorithm for computing the maximum…

Methodology · Statistics 2011-02-03 Lianfen Qian

We describe a compact and reliable method to calculate the Fisher information for the estimation of a dynamical parameter in a continuously measured linear Gaussian quantum system. Unlike previous methods in the literature, which involve…

Quantum Physics · Physics 2017-06-08 Marco G. Genoni

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

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

Van Trees inequality, also known as the Bayesian Cram\'er-Rao lower bound, is a powerful tool for establishing lower bounds for minimax estimation through Fisher information. It easily adapts to different statistical models and often yields…

Information Theory · Computer Science 2024-04-30 Wei-Ning Chen , Ayfer Özgür

As we enter the era of quantum technologies, quantum estimation theory provides an operationally motivating framework for determining high precision devices in modern technological applications. The aim of any estimation process is to…

Quantum Physics · Physics 2022-05-02 Abdallah Slaoui , Lalla Btissam Drissi , El Hassan Saidi , Rachid Ahl Laamara

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Statistics Theory · Mathematics 2022-01-25 Zhongyuan Lyu , Dong Xia

This is the first of a pair of papers which address the problem of measuring the unredshifted power spectrum in optimal fashion from a survey of galaxies, with arbitrary geometry, for Gaussian or non-Gaussian fluctuations, in real or…

Astrophysics · Physics 2015-06-24 A. J. S. Hamilton

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

How to design a Markov Decision Process (MDP) based radar controller that makes small sacrifices in performance to mask its sensing plan from an adversary? The radar controller purposefully minimizes the Fisher information of its emissions…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Bosung Kang , Sandeep Gogineni