Related papers: Stochastic time-evolution, information geometry an…
This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…
A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…
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…
Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…
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…
We present a general approach to study the flooding time (a measure of how fast information spreads) in dynamic graphs (graphs whose topology changes with time according to a random process). We consider arbitrary converging Markovian…
In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…
The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in…
Markovian evolving graphs are dynamic-graph models where the links among a fixed set of nodes change during time according to an arbitrary Markovian rule. They are extremely general and they can well describe important dynamic-network…
Recently, a widely-used computation expression for quantum Fisher information was shown to be discontinuous at the parameter points where the rank of the parametric density operator changes. The quantum Cram\'er-Rao bound can be violated on…
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…
Standard quantum metrology relies on ensemble-averaged quantities, such as the Quantum Fisher Information (QFI), which often mask the fluctuations inherent to single-shot realizations. In this work, we bridge the gap between quantum…
We derived a new speed limit in population dynamics, which is a fundamental limit on the evolutionary rate. By splitting the contributions of selection and mutation to the evolutionary rate, we obtained the new bound on the speed of…
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…
An interactive stochastics, evaluated by an entropy functional (EF) of a random field and informational process' path functional (IPF), allows us modeling the evolutionary information processes and revealing regularities of evolution…
A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…
In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear)…
We consider kinetic models for Fermi-Dirac-like particles obeying the exclusion principle. A generalized notion of Fisher information, tailored to kinetic equations of Fermi-Dirac-Fokker-Planck type, is introduced via the associated entropy…
We define a general model of stochastically-evolving graphs, namely the \emph{Edge-Uniform Stochastically-Evolving Graphs}. In this model, each possible edge of an underlying general static graph evolves independently being either alive or…
How precisely can we estimate cosmological parameters by performing a quantum measurement on a cosmological quantum state? In quantum estimation theory the variance of an unbiased parameter estimator is bounded from below by the inverse of…