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We define the information threshold as the point of maximum curvature in the prior vs. posterior Bayesian curve, both of which are described as a function of the true positive and negative rates of the classification system in question. The…

Machine Learning · Statistics 2022-06-07 Jacques Balayla

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

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

A principled procedure to infer a hierarchy of statistical distributions possessing ill-conditioned eigenstructures, from incomplete constraints, is presented. The inference process of the \textit{pdf}'s employs the Fisher information as…

Statistical Mechanics · Physics 2007-05-23 R. C. Venkatesan

The recent advent of noisy intermediate-scale quantum devices, especially near-term quantum computers, has sparked extensive research efforts concerned with their possible applications. At the forefront of the considered approaches are…

Quantum Physics · Physics 2021-09-15 Johannes Jakob Meyer

The quantum Fisher information (QFI) is a fundamental quantity of interest in many areas from quantum metrology to quantum information theory. It can in particular be used as a witness to establish the degree of multi-particle entanglement…

Quantum Physics · Physics 2023-01-26 Aniket Rath , Cyril Branciard , Anna Minguzzi , Benoît Vermersch

We consider the impact that temporal correlations in the measurement statistics can have on the achievable precision in a sequential metrological protocol. In this setting, and for a single quantum probe, we establish that it is the…

Quantum Physics · Physics 2024-04-02 Eoin O'Connor , Steve Campbell , Gabriel T. Landi

We show that both the classical as well as the quantum definitions of the Fisher information faithfully identify resourceful quantum states in general quantum resource theories, in the sense that they can always distinguish between states…

Quantum Physics · Physics 2021-11-25 Kok Chuan Tan , Varun Narasimhachar , Bartosz Regula

Statistics comes in two main flavors: frequentist and Bayesian. For historical and technical reasons, frequentist statistics has dominated data analysis in the past; but Bayesian statistics is making a comeback at the forefront of science.…

Software Engineering · Computer Science 2016-08-30 Carlo A. Furia

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

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

We derive a connection between performance of estimators the performance of the ideal observer on related detection tasks. Specifically we show how Shannon Information for the task of detecting a change in a parameter is related to the…

Information Theory · Computer Science 2019-07-24 Eric Clarkson

Spectroscopy detected in the time domain entails many techniques, such as FTIR, pump-probe, FT-Raman, and 2DES, and applications, such as molecule characterization, excited state dynamics studies, or spectra classifications. Surprisingly,…

Optics · Physics 2024-05-21 Luca Bolzonello , Niek F van Hulst , Andreas Jakobsson

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial…

Statistical Finance · Quantitative Finance 2015-04-16 Vadim Nastasiuk

Bayesian and frequentist inference are two fundamental paradigms in statistical estimation. Bayesian methods treat hypotheses as random variables, incorporating priors and updating beliefs via Bayes' theorem, whereas frequentist methods…

Machine Learning · Computer Science 2025-02-18 Sarthak Mittal , Yoshua Bengio , Nikolay Malkin , Guillaume Lajoie

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have…

Machine Learning · Computer Science 2020-06-09 Frederik Kunstner , Lukas Balles , Philipp Hennig

We present a novel and simple method to numerically calculate Fisher Information Matrices for stochastic chemical kinetics models. The linear noise approximation is used to derive model equations and a likelihood function which leads to an…

Applications · Statistics 2015-05-27 Michal Komorowski , Maria J. Costa , David A. Rand , Michael Stumpf

The classical statistics indication for the impossibility to derive quantum mechanics from classical mechanics is proved. The formalism of the statistical Fisher information is used. Next the Fisher information as a tool of the construction…

Data Analysis, Statistics and Probability · Physics 2008-12-18 Jacek Syska

We introduce a positive Hermitian operator, the Fisher operator, and use it to examine a measurement process incorporating unitary dynamics and complete measurements. We develop the idea of information complement, the minimization of which…

Quantum Physics · Physics 2009-02-20 Gabriel A. Durkin
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