Related papers: Diffeological statistical models, the Fisher metri…
Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…
We prove that any perturbation of the symplectic part of the derivative of a Poisson diffeomorphism can be realized as the derivative of a $C^1$-close Poisson diffeomorphism. We also show that a similar property holds for the Poincar\'e map…
This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…
Metric Diophantine approximation in its classical form is the study of how well almost all real numbers can be approximated by rationals. There is a long history of results which give partial answers to this problem, but there are still…
In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli category of probabilistic morphisms proposed by Lawvere and Giry…
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…
In statistical estimation theory, it has been shown previously that the Wigner-Yanase skew information is bounded by the quantum Fisher information associated with the phase parameter. Besides, the quantum Cram\'er-Rao inequality is…
After a brief review of the historical role of analyticity in the study of critical phenomena, an account is given of recent discoveries of discretely holomorphic observables in critical two-dimensional lattice models. These are objects…
In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…
Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the…
The classical Ramsey theorem, states that every graph contains either a large clique or a large independent set. Here we investigate similar dichotomic phenomena in the context of finite metric spaces. Namely, we prove statements of the…
Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…
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…
In this paper, by using the concept of positive elements of $C^*$-algebras instead of the real numbers $\mathbb{R}$, a generalization of distribution functions, with a particular focus on distance distribution functions has been introduced…
The Fisher Information Metric (FIM) and the associated Cram\'er-Rao Bound (CRB) are fundamental tools in statistical signal processing, which inform the efficient design of experiments and algorithms for estimating the underlying…
Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…
The paper extends Birkhoff's theorem on doubly stochastic matrices to some countable families of discrete probability spaces with nonempty intersections. We join every two elements lying in the same probability space by an edge and…
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…
We develop the local Morse theory for a class of non-twice continuously differentiable functionals on Hilbert spaces, including a new generalization of the Gromoll-Meyer's splitting theorem and a weaker Marino-Prodi perturbation type…