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This paper establishes the privacy-preserving Cram\'er-Rao (CR) lower bound theory, characterizing the fundamental limit of identification accuracy under privacy constraint. An identifiability criterion under privacy constraint is derived…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jieming Ke , Jimin Wang , Ji-Feng Zhang

The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is…

Quantum Physics · Physics 2018-05-09 Carlo Cafaro , Paul M. Alsing

In estimating an unknown parameter of a quantum state the quantum Fisher information (QFI) is a pivotal quantity, which depends on the state and its derivate with respect to the unknown parameter. We prove the continuity property for the…

Quantum Physics · Physics 2019-09-16 A. T. Rezakhani , M. Hassani , S. Alipour

In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…

Information Theory · Computer Science 2016-02-01 Mark Kelbert , Yuri Suhov , Salimeh Yasaei Sekeh

We consider torsion in parameter manifolds that arises via conformal transformations of the Fisher information metric, and define it for information geometry of a wide class of physical systems. The torsion can be used to differentiate…

Classical Physics · Physics 2023-08-09 Kunal Pal , Kuntal Pal , Tapobrata Sarkar

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…

Quantum Physics · Physics 2011-06-23 Madalin Guta

In this paper, we propose a parameter space augmentation approach that is based on "intentionally" introducing a pseudo-nuisance parameter into generalized linear models for the purpose of variance reduction. We first consider the parameter…

Statistics Theory · Mathematics 2010-07-22 Lixing Zhu , Zhenghui Feng

A usual assumption in quantum estimation is that the unknown parameter labels the possible states of the system, while it influences neither the sample space of outcomes nor the measurement aimed at extracting information on the parameter…

Quantum Physics · Physics 2017-01-18 Luigi Seveso , Matteo A. C. Rossi , Matteo G. A. Paris

We show that the variance is its own concave roof. For rank-2 density matrices and operators with zero diagonal elements in the eigenbasis of the density matrix, we prove analytically that the quantum Fisher information is four times the…

Quantum Physics · Physics 2013-04-15 Geza Toth , Denes Petz

In recent years, in quantum information theory, there has been a remarkable development in the general theoretical framework for studying symmetry in dynamics. This development, called resource theory of asymmetry, is expected to have a…

Quantum Physics · Physics 2023-07-05 Daigo Kudo , Hiroyasu Tajima

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…

Statistics Theory · Mathematics 2025-03-03 Hangbin Lee , Youngjo Lee

The Fisher information matrix (FIM) has long been of interest in statistics and other areas. It is widely used to measure the amount of information and calculate the lower bound for the variance for maximum likelihood estimation (MLE). In…

Information Theory · Computer Science 2015-06-19 Shenghan Guo

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

The Fisher information matrix (FIM) is a fundamental quantity to represent the characteristics of a stochastic model, including deep neural networks (DNNs). The present study reveals novel statistics of FIM that are universal among a wide…

Machine Learning · Statistics 2019-10-10 Ryo Karakida , Shotaro Akaho , Shun-ichi Amari

A family of skew information quantities is obtained, in which the well-known Wigner-Yanase skew information and quantum Fisher information stand as special cases. A transparent proof of convexity of the generalized skew information is…

Quantum Physics · Physics 2023-06-14 Ma-Cheng Yang , Cong-Feng Qiao

Precision measurements with quantum systems rely on our ability to trace the differences between experimental signals to variations in unknown physical parameters. In this Letter we derive the Fisher information and the ensuing Cramer-Rao…

Quantum Physics · Physics 2015-06-17 Søren Gammelmark , Klaus Mølmer

Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback…

Statistics Theory · Mathematics 2012-07-03 Marc Hallin , Christophe Ley

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…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Shiraz Khan , Gregory S. Chirikjian

We present a new method for proving sharp local propagation of chaos in Fisher Information for particles with smooth interaction and drift. We rely on a new Lemma computing the Fisher Information of two diffusion processes with smooth…

Probability · Mathematics 2025-11-26 Jules Grass , Christophe Poquet , Arnaud Guillin