Related papers: Smooth Metric Adjusted Skew Information Rates
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
The left tail of the implied volatility skew, coming from quotes on out-of-the-money put options, can be thought to reflect the market's assessment of the risk of a huge drop in stock prices. We analyze how this market information can be…
Quantifying synergy among stochastic variables is an important open problem in information theory. Information synergy occurs when multiple sources together predict an outcome variable better than the sum of single-source predictions. It is…
Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or the assumption that there is no true model with fixed dimensions in the candidate set.…
We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…
The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…
In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…
Semantic information provides intra-class consistency and inter-class discriminability beyond visual concepts, which has been employed in Few-Shot Learning (FSL) to achieve further gains. However, semantic information is only available for…
Most quantum metrology protocols harness highly entangled probe states and globally accessible measurements to surpass the standard quantum limit. However, it is challenging to satisfy these requirements in realistic many-body sensors. We…
The statistical censoring setup is extended to the situation when random measures can be assigned to the realization of datapoints, leading to a new way of incorporating expert information into the usual parametric estimation procedures.…
We study formal properties of smooth max-information, a generalization of von Neumann mutual information derived from the max-relative entropy. Recent work suggests that it is a useful quantity in one-shot channel coding, quantum rate…
We provide an experimentally measurable local gauge $U(1)$ invariant Fubini-Study (FS) metric for mixed states. Like the FS metric for pure states, it also captures only the quantum part of the uncertainty in the evolution Hamiltonian. We…
In quantum metrology, the parameter estimation accuracy is bounded by quantum Fisher information. In this paper, we present coherence measures in terms of (quantum) Fisher information by directly considering the post-selective non-unitary…
The scaling properties of various composite information-theoretic measures (Shannon and R\'enyi entropy sums, Fisher and Onicescu information products, Tsallis entropy ratio, Fisher-Shannon product and shape complexity) are studied in…
We demonstrate that quantum Fisher information and superradiance can be formulated as coherence measures in accordance with the resource theory of coherence, thus establishing a direct link between metrological information, superradiance…
The quadratic Wasserstein metric has shown its power in measuring the difference between probability densities, which benefits optimization objective function with better convexity and is insensitive to data noise. Nevertheless, it is…
Fisher Information is a key notion in the whole field of quantum metrology. It allows for a direct quantification of maximal achievable precision of estimation of parameters encoded in quantum states using the most general quantum…
Many problems in quantum information theory can be vied as interconversion between resources. In this talk, we apply this view point to state estimation theory, motivated by the following observations. First, a monotone metric takes value…
When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources…
The quantum Fisher information represents the continuous family of metrics on the space of quantum states and places the fundamental limit on the accuracy of quantum state estimation. We show that the entire family of the quantum Fisher…