Related papers: Estimating Fisher Information Matrix in Latent Var…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
The Fisher information approximation (FIA) is an implementation of the minimum description length principle for model selection. Unlike information criteria such as AIC or BIC, it has the advantage of taking the functional form of a model…
We present a numerical method to evaluate mutual information (MI) in nonlinear Gaussian noise channels by using denoising score matching (DSM) learning for estimating the score function of channel output. Via de Bruijn's identity, Fisher…
The conventional formulation of quantum sensing is based on the assumption that the probe is reset to its initial state after each measurement. In a very distinct approach, one can also pursue a sequential measurement scheme in which…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
Many imaging systems are used to estimate a vector of parameters associated with the object being imaged. In many cases there are other parameters in the model for the imaging data that are not of interest for the task at hand. We refer to…
Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…
For a known weak signal in additive white noise, the asymptotic performance of a locally optimum processor (LOP) is shown to be given by the Fisher information (FI) of a standardized even probability density function (PDF) of noise in three…
Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…
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…
In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identically distributed measurements of an $M$…
In quantum multi-parameter estimation, the precision of estimating unknown parameters is bounded by the Cramer-Rao bound (CRB), defined via the inverse of the Fisher information matrix (FIM). However, in certain scenarios such as…
A robust prediction model invoking the Takens embedding theorem, whose \textit{working hypothesis} is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz,…
Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…
In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the downstream estimation of the regression coefficients. At the…
Quantum Fisher information matrix (QFIM) is a core concept in theoretical quantum metrology due to the significant importance of quantum Cram\'{e}r-Rao bound in quantum parameter estimation. However, studies in recent years have revealed…
Physics-Informed Neural Networks (PINNs) have emerged as a powerful tool for solving differential equations and modeling physical systems by embedding physical laws into the learning process. However, rigorously quantifying how well a PINN…
The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…
We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…