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We derive a Fisher matrix for the parameters characterising a population of gravitational-wave events. This provides a guide to the precision with which population parameters can be estimated with multiple observations, which becomes…

General Relativity and Quantum Cosmology · Physics 2022-12-14 Jonathan R. Gair , Andrea Antonelli , Riccardo Barbieri

We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…

Statistics Theory · Mathematics 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

Quantum estimation theory provides optimal observations for various estimation problems for unknown parameters in the state of the system under investigation. However, the theory has been developed under the assumption that every observable…

Quantum Physics · Physics 2009-11-10 M. Hotta , M. Ozawa

This paper introduces a method for efficiently approximating the inverse of the Fisher information matrix, a crucial step in achieving effective variational Bayes inference. A notable aspect of our approach is the avoidance of analytically…

Methodology · Statistics 2024-04-29 A. Godichon-Baggioni , D. Nguyen , M-N Tran

We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…

Probability · Mathematics 2018-12-11 Giacomo Di Gesù , Mauro Mariani

Van Trees inequality, also known as the Bayesian Cram\'er-Rao lower bound, is a powerful tool for establishing lower bounds for minimax estimation through Fisher information. It easily adapts to different statistical models and often yields…

Information Theory · Computer Science 2024-04-30 Wei-Ning Chen , Ayfer Özgür

The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…

Quantum Physics · Physics 2009-10-31 Michael J. W. Hall

Relative Fisher information (IR), which is a measure of correlative fluctuation between two probability densities, has been pursued for a number of quantum systems, such as, 1D quantum harmonic oscillator (QHO) and a few central potentials…

Quantum Physics · Physics 2019-04-05 Neetik Mukherjee , Amlan K. Roy

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

The mean of an unknown variance-$\sigma^2$ distribution $f$ can be estimated from $n$ samples with variance $\frac{\sigma^2}{n}$ and nearly corresponding subgaussian rate. When $f$ is known up to translation, this can be improved…

Statistics Theory · Mathematics 2023-06-30 Shivam Gupta , Jasper C. H. Lee , Eric Price

Local information objectivity, that local, independent observers can infer the same information about a model upon exchange of independently acquired experimental data, is fundamental to science. It is mathematically encoded via Cencov's…

General Relativity and Quantum Cosmology · Physics 2026-05-19 Per Berglund , Andrew Geraci , Tristan Hubsch , David Mattingly , Djordje Minic

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field.…

Information Theory · Computer Science 2015-05-20 Soummya Kar , Jose' M. F. Moura

We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator in terms of a generalized (standardized) score function. We…

Probability · Mathematics 2011-11-11 Christophe Ley , Yvik Swan

Fisher information and natural gradient provided deep insights and powerful tools to artificial neural networks. However related analysis becomes more and more difficult as the learner's structure turns large and complex. This paper makes a…

Machine Learning · Computer Science 2016-06-21 Ke Sun , Frank Nielsen

We employ a unified framework for computing the information capacity of biological signaling systems using Fisher Information. By deriving closed-form or easily computable information capacity formulas, we quantify how well different…

Quantitative Methods · Quantitative Biology 2025-05-14 Michał Komorowski

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

The Fisher-Rao distance is the geodesic distance between probability distributions in a statistical manifold equipped with the Fisher metric, which is a natural choice of Riemannian metric on such manifolds. It has recently been applied to…

Statistics Theory · Mathematics 2024-09-25 Henrique K. Miyamoto , Fábio C. C. Meneghetti , Julianna Pinele , Sueli I. R. Costa

Given a set of measurements, observability characterizes the distinguishability of a system's initial state, whereas constructability focuses on the final state in a trajectory. In the presence of process and/or measurement noise, the…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Burak Boyacıoğlu , Floris van Breugel

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity…

Methodology · Statistics 2016-03-24 Mathias Drton , Martyn Plummer
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