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Several implications of well-known fluctuation theorems, on the statistical properties of the entropy production, are studied using various approaches. We begin by deriving a tight lower bound on the variance of the entropy production for a…

Statistical Mechanics · Physics 2015-05-20 Neri Merhav , Yariv Kafri

The logarithmic derivative (or, quantum score) of a positive definite density matrix appearing in the quantum Fisher information is discussed, and its exact expression is presented. Then, the problem of estimating the parameters in a class…

Quantum Physics · Physics 2019-02-19 Sumiyoshi Abe

To any parametric family of states of a finite level quantum system we associate a space of Fisher maps and introduce the natural notions of Cram\'er-Rao-Bhattacharya tensor and Fisher information form. This leads us to an abstract…

Probability · Mathematics 2009-07-14 K. R. Parthasarathy

We present in this work variants of existing estimates for the Landau or Landau-Fermi-Dirac entropy dissipation, in terms of Fisher information, in the hard potential case. The specificity of those variants is that the entropy is never used…

Analysis of PDEs · Mathematics 2024-01-08 Laurent Desvillettes

Cram\'{e}r-type large deviations for means of samples from a finite population are established under weak conditions. The results are comparable to results for the so-called self-normalized large deviation for independent random variables.…

Statistics Theory · Mathematics 2007-08-22 Zhishui Hu , John Robinson , Qiying Wang

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

Probability · Mathematics 2021-06-21 Ola Hössjer , Arvid Sjölander

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

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

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

In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…

Information Theory · Computer Science 2016-02-01 Mark Kelbert , Yuri Suhov , Salimeh Yasaei Sekeh

In the realm of deep learning, the Fisher information matrix (FIM) gives novel insights and useful tools to characterize the loss landscape, perform second-order optimization, and build geometric learning theories. The exact FIM is either…

Machine Learning · Computer Science 2021-10-29 Alexander Soen , Ke Sun

It is known that weak measurement can significantly amplify the mean of measurement results, sometimes out of the range limited in usual quantum measurement. This fact, as actively demonstrated recently in both theory and experiment,…

Quantum Physics · Physics 2013-10-25 Saki Tanaka , Naoki Yamamoto

Using differential geometry, I derive a form of the Bayesian Cram\'er-Rao bound that remains invariant under reparametrization. With the invariant formulation at hand, I find the optimal and naturally invariant bound among the Gill-Levit…

Quantum Physics · Physics 2021-01-04 Mankei Tsang

We present a versatile inequality of uncertainty relations which are useful when one approximates an observable and/or estimates a physical parameter based on the measurement of another observable. It is shown that the optimal choice for…

Quantum Physics · Physics 2016-07-22 Jaeha Lee , Izumi Tsutsui

Critical metrology relies on the precise preparation of a system in its ground state near a quantum phase transition point where quantum correlations get very strong. Typically this increases the quantum Fisher information with respect to…

Quantum Physics · Physics 2024-02-12 Christoph Hotter , Helmut Ritsch , Karol Gietka

In this paper, we first describe the generalized notion of Cramer-Rao lower bound obtained by Naudts (2004) using two families of probability density functions, the original model and an escort model. We reinterpret the results in Naudts…

Statistics Theory · Mathematics 2018-02-14 Harsha K , Alladi Subramanyam

We analyzed the noncommutativity effects on the Fisher information (F_(r,p)) and Shannon entropies (S_(r,p)) of a harmonic oscillator immersed in a time-varying electric field in two and three dimensions. We find the exact solutions of the…

Quantum Physics · Physics 2017-04-05 J. P. G. Nascimento , V. Aguiar , I. Guedes

The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including…

Functional Analysis · Mathematics 2021-07-23 Ali Talebi , Mohammad Sal Moslehian

In this lecture note, we show a general property of the Cramer-Rao bound (CRB) that quantifies the interdependencies between the parameters in a vector. The presented result is valid for more general models than the additive noise model and…

Statistics Theory · Mathematics 2015-05-07 Dave Zachariah , Petre Stoica

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike
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