Related papers: Smooth Metric Adjusted Skew Information Rates
The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…
Uncertainty principle is one of the most essential features in quantum mechanics and plays profound roles in quantum information processing. We establish tighter summation form uncertainty relations based on metric-adjusted skew information…
Recently, Anshu et al. introduced "partially" smoothed information measures and used them to derive tighter bounds for several information-processing tasks, including quantum state merging and privacy amplification against quantum…
We introduce a new kind of quantum measurement that is defined to be symmetric in the sense of uniform Fisher information across a set of parameters that injectively represent pure quantum states in the neighborhood of a fiducial pure…
We prove that for a large class of quantum Fisher information, a quantum channel is sufficient for a family of quantum states, i.e., the input states can be recovered from the output, if and only if the quantum Fisher information is…
Mixed-frequency data, where variables are observed at different temporal resolutions, commonly occur in economic and financial studies. Classical synthetic control methods (SCM) are ill-suited for such data, often necessitating aggregation…
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…
This paper provides new insights into the asymptotic properties of the synthetic control method (SCM). We show that the synthetic control (SC) weight converges to a limiting weight that minimizes the mean squared prediction risk of the…
This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…
Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
Following recent advances in the theory of operator monotone functions we introduce new classes of WYD-like skew information measures.
Recently, it has been shown that incoherence is an unrealistic assumption for compressed sensing when applied to many inverse problems. Instead, the key property that permits efficient recovery in such problems is so-called local…
We study quantum information inequalities and show that the basic inequality between the quantum variance and the metric adjusted skew information generates all the multi-operator matrix inequalities or Robertson type determinant…
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…
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…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
In this paper, we expand on results from our previous paper "The Case Against Smooth Null Infinity I: Heuristics and Counter-Examples" [1] by showing that the failure of "peeling" (and, thus, of smooth null infinity) in a neighbourhood of…
Quantum states may exhibit asymmetry with respect to the action of a given group. Such an asymmetry of states can be considered as a resource in applications such as quantum metrology, and it is a concept that encompasses quantum coherence…
Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…