Related papers: Cram\'{e}r-Rao-type Bound and Stam's Inequality fo…
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…
It is well known that the entropy $H(X)$ of a discrete random variable $X$ is always greater than or equal to the entropy $H(f(X))$ of a function $f$ of $X$, with equality if and only if $f$ is one-to-one. In this paper, we give tight…
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
In multiparameter quantum metrology, the weighted-arithmetic-mean error of estimation is often used as a scalar cost function to be minimized during design optimization. However, other types of mean error can reveal different facets of…
We establish analogues of the Bergstr\"om and Bonnesen inequalities, related to determinants and volumes respectively, for the entropy power and for the Fisher information. The obtained inequalities strengthen the well-known convolution…
Using information theoretic quantities like the Wehrl entropy and Fisher's information measure we study the thermodynamics of the problem leading to Landau's diamagnetism, namely, a free spinless electron in a uniform magnetic field. It is…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
We address the discontinuities of the quantum Fisher information (QFI) that may arise when the parameter of interest takes values that change the rank of the quantum statistical model. We revisit the classical and the quantum Cram\'er-Rao…
This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…
The author studies the Cram\'{e}r-Rao type bound by a linear programming approach. By this approach, he found a necessary and sufficient condition that the Cram\'{e}r-Rao type bound is attained by a random measurement. In a spin 1/2 system,…
We show how one can demonstrate continuous-variable Einstein-Podolsky-Rosen (EPR) steering without needing to characterize entire measurement probability distributions. To do this, we develop a modified Fano inequality useful for discrete…
A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein--Weiss family of bounds for the mean squared error and relies…
We study some properties of binary sequences generated by random substitutions of constant length. Specifically, assuming the alphabet $\{0,1\}$, we consider the following asymmetric substitution rule of length $k$: $0 \to \langle 0, 0,…
The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…
Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…
Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…
We compute the pressure of the random energy model (REM) and generalized random energy model(GREM) by establishing variational upper and lower bounds. For the upper bound, we generalize Guerra's ``broken replica symmetry bounds",and…
Expressions for (EPI Shannon type) Divergence-Power Inequalities (DPI) in two cases (time-discrete and band-limited time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of…
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…
A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…