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Related papers: Fisher information lower bounds for sampling

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We consider the problem of learning high-dimensional, nonparametric and structured (e.g. Gaussian) distributions in distributed networks, where each node in the network observes an independent sample from the underlying distribution and can…

Information Theory · Computer Science 2019-06-04 Leighton Pate Barnes , Yanjun Han , Ayfer Ozgur

Many statistical models require an estimation of unknown (co)-variance parameter(s) in a model. The estimation usually obtained by maximizing a log-likelihood which involves log determinant terms. In principle, one requires the…

Computation · Statistics 2016-09-05 Shengxin Zhu , Tongxiang Gu , Xiaowen Xu , Zeyao Mo

We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…

Information Theory · Computer Science 2015-05-28 Tomer Michaeli , Yonina C. Eldar

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

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

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

Machine Learning · Statistics 2018-06-05 Emilie Kaufmann , Wouter Koolen , Aurelien Garivier

We consider the problem of minimizing upper bounds and maximizing lower bounds on information rates of stationary and ergodic discrete-time channels with memory. The channels we consider can have a finite number of states, such as partial…

Information Theory · Computer Science 2016-11-17 Parastoo Sadeghi , Pascal O. Vontobel , Ramtin Shams

In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…

Statistics Theory · Mathematics 2017-10-18 Alexander Ly , Maarten Marsman , Josine Verhagen , Raoul Grasman , Eric-Jan Wagenmakers

Deep neural networks are typically represented by a much larger number of parameters than shallow models, making them prohibitive for small footprint devices. Recent research shows that there is considerable redundancy in the parameter…

Machine Learning · Computer Science 2016-05-17 Ming Tu , Visar Berisha , Yu Cao , Jae-sun Seo

Spectroscopy detected in the time domain entails many techniques, such as FTIR, pump-probe, FT-Raman, and 2DES, and applications, such as molecule characterization, excited state dynamics studies, or spectra classifications. Surprisingly,…

Optics · Physics 2024-05-21 Luca Bolzonello , Niek F van Hulst , Andreas Jakobsson

We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove an information theoretic lower bound on the number of stochastic gradient queries of the log density needed. Several popular sampling…

Machine Learning · Statistics 2021-07-06 Niladri S. Chatterji , Peter L. Bartlett , Philip M. Long

The quantum Fisher information constrains the achievable precision in parameter estimation via the quantum Cram\'er-Rao bound, which has attracted much attention in Hermitian systems since the 60s of the last century. However, less…

Quantum Physics · Physics 2021-03-15 Jianning Li , Haodi Liu , Zhihai Wang , Xuexi Yi

Training-free conditional diffusion models have received great attention in conditional image generation tasks. However, they require a computationally expensive conditional score estimator to let the intermediate results of each step in…

Computer Vision and Pattern Recognition · Computer Science 2024-11-13 Kaiyu Song , Hanjiang Lai

Maximum likelihood estimates and corresponding confidence regions of the estimates are commonly used in statistical inference. In practice, people often construct approximate confidence regions with the Fisher information at given sample…

Statistics Theory · Mathematics 2021-07-13 Sihang Jiang

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2025-05-14 Wei Liu , Qihang Lin , Yangyang Xu

We prove an extended convexity for quantum Fisher information of a mixed state with a given convex decomposition. This convexity introduces a bound which has two parts: i. classical part associated to the Fisher information of the…

Quantum Physics · Physics 2015-04-09 S. Alipour , A. T. Rezakhani

We show that the nonlocal Fisher information - defined as the entropy dissipation of the Boltzmann entropy for nonlocal heat equations - admits a natural lifting in the sense of Guillen and Silvestre (2025). Important examples include the…

Analysis of PDEs · Mathematics 2026-03-24 Fabian Merz , Rico Zacher

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…

Information Theory · Computer Science 2026-04-28 Mattia Carrino , Stefan Hohenegger

We introduce new lower bounds for the fractional Fisher information. Equipped with these bounds we study a hyperbolic-parabolic model of chemotaxis and prove the global existence of solutions in certain dissipation regimes.

Analysis of PDEs · Mathematics 2016-09-05 Rafael Granero-Belinchón