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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

Despite the widespread use and success of machine-learning techniques for detecting phase transitions from data, their working principle and fundamental limits remain elusive. Here, we explain the inner workings and identify potential…

Disordered Systems and Neural Networks · Physics 2023-11-20 Julian Arnold , Niels Lörch , Flemming Holtorf , Frank Schäfer

The concept of Fisher information can be useful even in cases where the probability distributions of interest are not absolutely continuous with respect to the natural reference measure on the underlying space. Practical examples where this…

Statistics Theory · Mathematics 2018-03-28 Jeremie Houssineau , Ajay Jasra , Sumeetpal S. Singh

We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity…

Methodology · Statistics 2016-03-24 Mathias Drton , Martyn Plummer

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…

Machine Learning · Computer Science 2022-11-08 Andreas Kirsch , Yarin Gal

In point spread function (PSF) photometry, the selection of the fitting aperture radius plays a critical role in determining the precision of flux and background estimations. Traditional methods often rely on maximizing the signal-to-noise…

Instrumentation and Methods for Astrophysics · Physics 2025-10-08 Sebastian Espinosa , Mario L. Vicuña , Rene A. Mendez , Jorge F. Silva , Marcos Orchard

Point estimators may not exist, need not be unique, and their distributions are not parameter invariant. Generalized estimators provide distributions that are parameter invariant, unique, and exist when point estimates do not. Comparing…

Statistics Theory · Mathematics 2022-11-04 Paul W. Vos

A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…

Information Theory · Computer Science 2015-04-28 Giuseppe Toscani

Using a representation of the score function by means of the divergence operator we exhibit a sufficient condition, in terms of the negative moments of the norm of the Malliavin derivative, under which convergence in Fisher information to…

Probability · Mathematics 2013-12-23 Ivan Nourdin , David Nualart

The Cram\'er-Rao bound and the quantum Fisher information have been tools used extensively for interferometric phase sensitivity. Most scenarios considering a Mach-Zehnder interferometer with two input sources focused on the phase-matched…

Quantum Physics · Physics 2019-05-08 Anca Preda , Stefan Ataman

In this paper, we study an asymptotic approximation of the Fisher information for the estimation of a scalar parameter using quantized measurements. We show that, as the number of quantization intervals tends to infinity, the loss of Fisher…

Information Theory · Computer Science 2013-10-28 Rodrigo Cabral Farias , Jean-Marc Brossier

Interactive statistical decision making (ISDM) features algorithm-dependent data generated through interaction. Existing information-theoretic lower bounds in ISDM largely target expected risk, while tail-sensitive objectives are less…

Information Theory · Computer Science 2026-01-21 Raghav Bongole , Tobias J. Oechtering , Mikael Skoglund

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is…

Quantum Physics · Physics 2018-05-09 Carlo Cafaro , Paul M. Alsing

This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…

Mathematical Physics · Physics 2012-06-05 J. -F. Bercher

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

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast to the common claim that the inverse of observed Fisher information…

Methodology · Statistics 2022-08-04 Adam Lane

Non-Hermitian systems have attracted considerable interest over the last few decades due to their unique spectral and dynamical properties not encountered in Hermitian counterparts. An intensely debated question is whether non-Hermitian…

Quantum Physics · Physics 2026-02-25 Ievgen I. Arkhipov , Franco Nori , Şahin K. Özdemir

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

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
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