English
Related papers

Related papers: A Trigamma-free Approach for Computing Information…

200 papers

To identify the estimand in missing data problems and observational studies, it is common to base the statistical estimation on the "missing at random" and "no unmeasured confounder" assumptions. However, these assumptions are unverifiable…

Methodology · Statistics 2018-10-09 Qingyuan Zhao , Dylan S. Small , Bhaswar B. Bhattacharya

We propose a factorizability ansatz for angular bispectra which permits fast algorithms for forecasting, analysis, and simulation, yet is general enough to encompass many interesting CMB bispectra. We describe a suite of general algorithms…

Astrophysics · Physics 2011-11-09 Kendrick M. Smith , Matias Zaldarriaga

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a…

Data Analysis, Statistics and Probability · Physics 2009-03-22 S. Prasad , N. C. Menicucci

Forecasting project expenses is a crucial step for businesses to avoid budget overruns and project failures. Traditionally, this has been done by financial analysts or data science techniques such as time-series analysis. However, these…

Machine Learning · Computer Science 2023-10-25 Cheng Qian , Lucas Glass , Nikos Sidiropoulos

Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable,…

Machine Learning · Statistics 2020-01-29 Sungsoo Ahn , Michael Chertkov , Adrian Weller , Jinwoo Shin

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

Numerical Analysis · Mathematics 2025-04-03 Nir Sharon , Vinesha Peiris , Nadia Sukhorukova , Julien Ugon

We consider the estimation of the transition matrix of a hidden Markovian process by using information geometry with respect to transition matrices. In this paper, only the histogram of $k$-memory data is used for the estimation. To…

Statistics Theory · Mathematics 2024-09-10 Masahito Hayashi

Computing the partition function, $Z$, of an Ising model over a graph of $N$ \enquote{spins} is most likely exponential in $N$. Efficient variational methods, such as Belief Propagation (BP) and Tree Re-Weighted (TRW) algorithms, compute…

Machine Learning · Computer Science 2024-11-14 Hamidreza Behjoo , Michael Chertkov

The diagonal of a model's Fisher Information Matrix (the "Fisher diagonal") has frequently been used as a way to measure parameter sensitivity. Typically, the Fisher diagonal is estimated via squared sampled gradients of the model's…

Machine Learning · Computer Science 2025-07-28 YuXin Li , Felix Dangel , Derek Tam , Colin Raffel

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Deep active learning (AL) seeks to minimize the annotation costs for training deep neural networks. BAIT, a recently proposed AL strategy based on the Fisher Information, has demonstrated impressive performance across various datasets.…

Computer Vision and Pattern Recognition · Computer Science 2026-03-12 Denis Huseljic , Paul Hahn , Marek Herde , Lukas Rauch , Bernhard Sick

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

This paper introduces the Trinary decision tree, an algorithm designed to improve the handling of missing data in decision tree regressors and classifiers. Unlike other approaches, the Trinary decision tree does not assume that missing…

Machine Learning · Statistics 2024-01-12 Henning Zakrisson

Preconditioning with the quantum Fisher information matrix (QFIM) is a popular approach in quantum variational algorithms. Yet the QFIM is costly to obtain directly, usually requiring more state preparation than its classical counterpart:…

Quantum Physics · Physics 2026-04-09 Jianfeng Lu , Kecen Sha

In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…

Applications · Statistics 2008-02-06 Betsabé G. Blas Achic , Mônica C. Sandoval , Olga Satomi Yoshida

In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…

Information Theory · Computer Science 2016-02-01 Mark Kelbert , Yuri Suhov , Salimeh Yasaei Sekeh

Binary data matrices can represent many types of data such as social networks, votes, or gene expression. In some cases, the analysis of binary matrices can be tackled with nonnegative matrix factorization (NMF), where the observed data…

Machine Learning · Statistics 2020-06-23 Alberto Lumbreras , Louis Filstroff , Cédric Févotte

Although there is growing interest in measuring integrated information in computational and cognitive systems, current methods for doing so in practice are computationally unfeasible. Existing and novel integration measures are investigated…

Neurons and Cognition · Quantitative Biology 2017-02-08 Max Tegmark

Discrete events alter how parameter influence propagates in hybrid systems. Prevailing Fisher information formulations assume that sensitivities evolve smoothly according to continuous-time variational equations and therefore neglect the…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Bukunmi G. Odunlami , Marcos Netto , Hai Lin