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We deal with the maximization of classical Fisher information in a quantum system depending on an unknown parameter. This problem has been raised by physicists, who defined [Helstrom (1967) Phys. Lett. A 25 101-102] a quantum counterpart of…

Statistics Theory · Mathematics 2007-06-13 Alessandra Luati

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…

Machine Learning · Computer Science 2022-11-08 Andreas Kirsch , Yarin Gal

We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…

Quantum Physics · Physics 2026-02-04 Marco Radaelli , Joseph A. Smiga , Gabriel T. Landi , Felix C. Binder

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have…

Machine Learning · Computer Science 2020-06-09 Frederik Kunstner , Lukas Balles , Philipp Hennig

We have calculated the Tsallis entropy and Fisher information matrix (entropy) of spatially-correlated nonextensive systems, by using an analytic non-Gaussian distribution obtained by the maximum entropy method. Effects of the correlated…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

We derive general expressions for the multi-tracer Fisher matrix, both assuming that the cross-spectra are constrained by the auto-spectra, and also allowing for independent degrees of freedom in the cross-spectra. We show that, just like…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-20 L. Raul Abramo , Ian L. Tashiro , João V. D. Ferri

The Cramer-Rao product of the Fisher information and the variance of a probability density \rho(x), defined on a domain \Delta \in R^D, is found to have a minimum value reached by the density associated with the ground state of the harmonic…

Mathematical Physics · Physics 2010-01-20 J. S. Dehesa , A. R. Plastino , P. Sanchez-Moreno , C. Vignat

The de Bruijn identity states that Fisher information is equal to a half of the time-derivative of Shannon differential entropy along heat flow. In the same spirit, a generalized version of Fisher information, which we term the…

Information Theory · Computer Science 2025-06-12 Hao Wu , Lei Yu

The Fisher metric on a manifold of probability distributions is usually treated as a metric on the tangent bundle. In this paper, we focus on the metric on the cotangent bundle induced from the Fisher metric with calling it the Fisher…

Information Theory · Computer Science 2025-10-07 Hiroshi Nagaoka

We describe a compact and reliable method to calculate the Fisher information for the estimation of a dynamical parameter in a continuously measured linear Gaussian quantum system. Unlike previous methods in the literature, which involve…

Quantum Physics · Physics 2017-06-08 Marco G. Genoni

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

Methodology · Statistics 2013-08-21 Min Wang

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation…

Statistical Mechanics · Physics 2014-09-16 Matteo Polettini

This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher…

Information Theory · Computer Science 2016-02-05 Sangwoo Park , Erchin Serpedin , Khalid Qaraqe

The concept of Fisher information can be useful even in cases where the probability distributions of interest are not absolutely continuous with respect to the natural reference measure on the underlying space. Practical examples where this…

Statistics Theory · Mathematics 2018-03-28 Jeremie Houssineau , Ajay Jasra , Sumeetpal S. Singh

A closed-form expression for Wigner-Yanase skew information in mixed-state quantum systems is derived. It is shown that limit values of the mixing coefficients exist such that Wigner-Yanase information is equal to Helstrom information. The…

Statistics Theory · Mathematics 2011-04-22 Alessandra Luati

We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…

Statistical Mechanics · Physics 2023-09-06 Joseph A. Smiga , Marco Radaelli , Felix C. Binder , Gabriel T. Landi

Recently, a widely-used computation expression for quantum Fisher information was shown to be discontinuous at the parameter points where the rank of the parametric density operator changes. The quantum Cram\'er-Rao bound can be violated on…

Quantum Physics · Physics 2022-09-14 Yating Ye , Xiao-Ming Lu

The optimal phase estimation strategy is derived when partial a priori knowledge on the estimated phase is available. The structure of the optimal measurements, estimators and the optimal probe states is analyzed. The results fill the gap…

Quantum Physics · Physics 2013-05-29 Rafal Demkowicz-Dobrzanski

This lecture note addresses the common misconception that the Gaussian distribution always yields the largest Cram\'er-Rao Bound (CRB). We show that this property only holds under restrictive conditions: specifically, when the mean and…

Signal Processing · Electrical Eng. & Systems 2026-04-09 Jean-Pierre Delmas , Habti Abeida

Fine-tuning and naturalness, the sensitivity of low-energy observables to small changes in the fundamental parameters of a theory, are cornerstones of physics beyond the Standard Model. We propose a new measure of fine-tuning based on…

High Energy Physics - Theory · Physics 2026-05-04 James Halverson , Thomas R. Harvey , Michael Nee
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