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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

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

Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs…

Data Analysis, Statistics and Probability · Physics 2025-03-25 Jan Karbowski

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 information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a…

Classical Physics · Physics 2023-10-06 Mohamed Sahbani , Swetamber Das , Jason R. Green

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

Statistical Mechanics · Physics 2012-04-06 Takuya Yamano

We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…

Quantum Physics · Physics 2026-05-22 Pedro B. Melo

We extend the speed limit of a distance between two states evolving by different generators for quantum systems [K. Suzuki and K. Takahashi, Phys. Rev. Res. 2, 032016(R) (2020)] to the classical stochastic processes described by the master…

Statistical Mechanics · Physics 2023-03-31 Kazutaka Takahashi , Yasuhiro Utsumi

A non-isolated physical system typically loses information to its environment, and when such loss is irreversible the evolution is said to be Markovian. Non-Markovian effects are studied by monitoring how information quantifiers, such as…

Quantum Physics · Physics 2025-07-15 Paolo Abiuso , Matteo Scandi , Dario De Santis , Jacopo Surace

The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the…

Statistics Theory · Mathematics 2019-05-21 Tomohiro Nishiyama

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

We provide an experimentally measurable local gauge $U(1)$ invariant Fubini-Study (FS) metric for mixed states. Like the FS metric for pure states, it also captures only the quantum part of the uncertainty in the evolution Hamiltonian. We…

Quantum Physics · Physics 2015-03-16 Debasis Mondal

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

The Cramer-Rao bound, satisfied by classical Fisher information, a key quantity in information theory, has been shown in different contexts to give rise to the Heisenberg uncertainty principle of quantum mechanics. In this paper, we show…

Quantum Physics · Physics 2022-11-23 Yakov Bloch , Eliahu Cohen

The importance of Fisher information is increasing in nonequilibrium thermodynamics, as it has played a fundamental role in trade-off relations such as thermodynamic uncertainty relations and speed limits. In this work, we investigate…

Quantum Physics · Physics 2026-03-05 Tomohiro Nishiyama , Yoshihiko Hasegawa

We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

In this work, we develop a quantum metrological framework for quantum chaos by showing that local subsystems of information scrambling systems naturally function as quantum stopwatches. The reduced quantum state of a subsystem encodes the…

Quantum Physics · Physics 2026-04-01 Devjyoti Tripathy , Federico Centrone , Sebastian Deffner

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…

Quantum Physics · Physics 2011-06-23 Madalin Guta

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 study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…

Statistical Mechanics · Physics 2023-09-06 Joseph A. Smiga , Marco Radaelli , Felix C. Binder , Gabriel T. Landi
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