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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…

Quantum Physics · Physics 2023-08-08 Yaoling Yang , Victor Montenegro , Abolfazl Bayat

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

The majority of historical designs are a priori in nature, where a priori indicates a design can be specified in advance of the experiment. The conventional wisdom is that the set of a priori designs is sufficient to produce efficient…

Methodology · Statistics 2022-06-22 Adam Lane

Evidence-based decision-making entails collecting (costly) observations about an underlying phenomenon of interest, and subsequently committing to an (informed) decision on the basis of accumulated evidence. In this setting, active sensing…

Machine Learning · Statistics 2020-06-26 Daniel Jarrett , Mihaela van der Schaar

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…

Methodology · Statistics 2023-06-06 William R. Coulton , Benjamin D. Wandelt

The problem of the optimal allocation (in the expected mean square error sense) of a measurement budget for particle filtering is addressed. We propose three different optimal intermittent filters, whose optimality criteria depend on the…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Antoine Aspeel , Amaury Gouverneur , Raphaël M. Jungers , Benoit Macq

In the one-parameter regression model with AR(1) and AR(2) errors we find explicit expressions and a continuous approximation of the optimal discrete design for the signed least square estimator. The results are used to derive the optimal…

Statistics Theory · Mathematics 2016-02-12 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

The optimal power adaptation problem is investigated for vector parameter estimation according to various Fisher information based optimality criteria. By considering an observation model that involves a linear transformation of the…

Signal Processing · Electrical Eng. & Systems 2021-10-19 Doğa Gürgünoğlu , Berkan Dulek , Sinan Gezici

In order to make better use of deep reinforcement learning in the creation of sensing policies for resource-constrained IoT devices, we present and study a novel reward function based on the Fisher information value. This reward function…

Machine Learning · Computer Science 2020-10-09 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

We consider optimal experimental design for parameter estimation in dynamical systems governed by controlled ordinary differential equations. In such problems, Fisher-based criteria are attractive because they lead to time-additive…

Optimization and Control · Mathematics 2026-04-08 Luc de Montella , Sebastian Sager

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

We prove two lower bounds for the complexity of non-log-concave sampling within the framework of Balasubramanian et al. (2022), who introduced the use of Fisher information (FI) bounds as a notion of approximate first-order stationarity in…

Machine Learning · Statistics 2022-10-07 Sinho Chewi , Patrik Gerber , Holden Lee , Chen Lu

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…

Econometrics · Economics 2025-09-17 Timothy B. Armstrong , Patrick Kline , Liyang Sun

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

Obtaining labels can be costly and time-consuming. Active learning allows a learning algorithm to intelligently query samples to be labeled for efficient learning. Fisher information ratio (FIR) has been used as an objective for selecting…

Machine Learning · Statistics 2016-10-18 Jamshid Sourati , Murat Akcakaya , Todd K. Leen , Deniz Erdogmus , Jennifer G. Dy

Randomized controlled trials (RCTs) are the gold standard for evaluating the causal effect of a treatment; however, they often have limited sample sizes and sometimes poor generalizability. On the other hand, non-randomized, observational…

Methodology · Statistics 2021-09-23 Shuxiao Chen , Bo Zhang , Ting Ye

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic
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