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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…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…

Statistics Theory · Mathematics 2015-03-17 Peter Ruckdeschel , Helmut Rieder

This short note reviews so-called Natural Gradient Descent (NGD) for multivariate Gaussians. The Fisher Information Matrix (FIM) is derived for several different parameterizations of Gaussians. Careful attention is paid to the symmetric…

Machine Learning · Statistics 2020-10-20 Timothy D. Barfoot

We address characterization of many-body superradiant systems and establish a fundamental connection between quantum criticality and the possibility of locally estimating the coupling constant, i.e extracting its value by probing only a…

Quantum Physics · Physics 2016-05-18 M. Bina , I. Amelio , M. G. A. Paris

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

What are the distinct ways in which a set of predictor variables can provide information about a target variable? When does a variable provide unique information, when do variables share redundant information, and when do variables combine…

Information Theory · Computer Science 2018-05-04 Conor Finn , Joseph T Lizier

The dynamics of two variants of quantum Fisher information under decoherence are investigated from a geometrical point of view. We first derive the explicit formulas of these two quantities for a single qubit in terms of the Bloch vector.…

Quantum Physics · Physics 2013-02-27 Wei Zhong , Zhe Sun , Jian Ma , Xiaoguang Wang , Franco Nori

Electromagnetically-induced-transparency (EIT) spectroscopy has been used as a sensitive sensor in quantum metrology applications. The sensitivity of a sensor strongly depends on the measurement precision of EIT spectrum. In this work, we…

Quantum Physics · Physics 2023-09-25 Pin-Ju Tsai , Lun-Ping Yuan , Ying-Cheng Chen

This paper introduces a novel distributed optimization technique for networked systems, which removes the dependency on specific parameter choices, notably the learning rate. Traditional parameter selection strategies in distributed…

Optimization and Control · Mathematics 2024-04-23 Rodrigo Aldana-López , Alessandro Macchelli , Giuseppe Notarstefano , Rosario Aragüés , Carlos Sagüés

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

Partial information decomposition (PID) of the multivariate mutual information describes the distinct ways in which a set of source variables contains information about a target variable. The groundbreaking work of Williams and Beer has…

Information Theory · Computer Science 2021-03-31 Abdullah Makkeh , Aaron J. Gutknecht , Michael Wibral

We present a gradient-based calibration algorithm to identify a port-Hamiltonian system from given time-domain input-output data. The gradient is computed with the help of sensitivities and the algorithm is tailored such that the structure…

Numerical Analysis · Mathematics 2023-01-06 Michael Günther , Birgit Jacob , Claudia Totzeck

The partial information decomposition (PID) and its extension integrated information decomposition ($\Phi$ID) are promising frameworks to investigate information phenomena involving multiple variables. An important limitation of these…

Information Theory · Computer Science 2024-10-10 Abel Jansma , Pedro A. M. Mediano , Fernando E. Rosas

Quantum Fisher information is a central quantity in quantum metrology. We discuss an alternative representation of quantum Fisher information for unitary parametrization processes. The highlight of this representation is that all…

Quantum Physics · Physics 2015-02-25 Jing Liu , Xiaoxing Jing , Xiaoguang Wang

Dynamics of a charged particle in the canonical coordinates is a Hamiltonian system, and the well-known symplectic algorithm has been regarded as the de facto method for numerical integration of Hamiltonian systems due to its long-term…

Plasma Physics · Physics 2016-07-27 Ruili Zhang , Hong Qin , Yifa Tang , Jian Liu , Yang He , Jianyuan Xiao

The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of the observations tends to zero, we establish the asymptotic…

Statistics Theory · Mathematics 2025-02-24 Anton Tiepner , Eric Ziebell

A key objective of decomposition analysis is to identify a factor (the 'mediator') contributing to disparities in an outcome between social groups. In decomposition analysis, a scholarly interest often centers on estimating how much the…

Methodology · Statistics 2022-05-27 Soojin Park , Suyeon Kang , Chioun Lee , Shujie Ma

Information geometry is the application of differential geometry in statistics, where the Fisher-Rao metric serves as the Riemannian metric on the statistical manifold, providing an intrinsic property for parameter sensitivity. In this…

Quantum Physics · Physics 2024-07-25 Wangjun Lu , Zhao-Hui Peng , HongTao

Recently, the partial information decomposition emerged as a promising framework for identifying the meaningful components of the information contained in a joint distribution. Its adoption and practical application, however, have been…

Information Theory · Computer Science 2018-08-28 Ryan G. James , Jeffrey Emenheiser , James P. Crutchfield

This paper presents a new method for learning dissipative Hamiltonian dynamics from a limited and noisy dataset. The method uses the Helmholtz decomposition to learn a vector field as the sum of a symplectic and a dissipative vector field.…

Machine Learning · Computer Science 2025-03-18 Torbjørn Smith , Olav Egeland