Related papers: Fisher information lower bounds for sampling
The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the…
We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) := \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available. We…
The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…
We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…
The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applications. Despite this, current bounds for the Langevin…
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…
Fisher information, lies at the heart of parameter estimation theory, was recently found to have a close relation with multipartite entanglement (Pezz\'{e} and Smerzi, Phys. Rev. Lett. 102, 100401). We use Fisher information to distinguish…
Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than…
We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…
Although upper bound guarantees for bilevel optimization have been widely studied, progress on lower bounds has been limited due to the complexity of the bilevel structure. In this work, we focus on the smooth nonconvex-strongly-convex…
Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…
Quantum Fisher information (QFI) plays a vital role in quantum precision measurement, quantum information, many-body physics, and other domains. Obtaining the QFI from experiment for a quantum state reveals insights such as the limits of…
In proofs of L_2-differentiability, Lebesgue densities of a central distribution are often assumed right from the beginning. Generalizing Theorem 4.2 of Huber[81], we show that in the class of smooth parametric group models these densities…
The Fisher information matrix provides a way to measure the amount of information given observed data based on parameters of interest. Many applications of the FIM exist in statistical modeling, system identification, and parameter…
Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over…
We study the sample complexity of differentially private optimization of quasi-concave functions. For a fixed input domain $\mathcal{X}$, Cohen et al. (STOC 2023) proved that any generic private optimizer for low sensitive quasi-concave…
This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…
The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict…
Advanced super-resolution imaging techniques require specific approaches for accurate and consistent estimation of the achievable spatial resolution. Fisher information supplied to Cramer-Rao bound (CRB) has proved to be a powerful and…
We consider a standard distributed optimisation setting where $N$ machines, each holding a $d$-dimensional function $f_i$, aim to jointly minimise the sum of the functions $\sum_{i = 1}^N f_i (x)$. This problem arises naturally in…