Related papers: On some information-theoretic aspects of non-linea…
We quantify the performance of a non-linear Wiener filter, constructed in wavelet space, at recovering some of the Fisher information that was lost in the weak lensing convergence field. The proposed method consists in a separation of the…
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…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…
It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…
We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…
In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…
Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…
Conducting valid statistical analyses is challenging in the presence of missing-not-at-random (MNAR) data, where the missingness mechanism is dependent on the missing values themselves even conditioned on the observed data. Here, we…
We consider identification and estimation with an outcome missing not at random (MNAR). We study an identification strategy based on a so-called shadow variable. A shadow variable is assumed to be correlated with the outcome, but…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
The Cram\'er-Rao bound and the quantum Fisher information have been tools used extensively for interferometric phase sensitivity. Most scenarios considering a Mach-Zehnder interferometer with two input sources focused on the phase-matched…
In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…
This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…
We consider the inverse boundary value problem of determining a coefficient function in an elliptic partial differential equation from knowledge of the associated Neumann-Dirichlet-operator. The unknown coefficient function is assumed to be…
We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…
We consider the problem of assessing goodness of fit of a single Bayesian model to the observed data in the inverse problem context. A novel procedure of goodness of fit test is proposed, based on construction of reference distributions…
The classical parametric and semiparametric Bernstein -- von Mises (BvM) results are reconsidered in a non-classical setup allowing finite samples and model misspecification. In the case of a finite dimensional nuisance parameter we obtain…