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In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…

Statistics Theory · Mathematics 2023-07-19 Pooria Pakrooh , Ali Pezeshki , Louis L. Scharf , Douglas Cochran , Stephen D. Howard

We discuss the problem of finding the best measurement strategy for estimating the value of a quantum system parameter. In general the optimum quantum measurement, in the sense that it maximizes the quantum Fisher information and hence…

Quantum Physics · Physics 2017-02-07 Esteban Martinez , Carlos Pineda , François Leyvraz , Pablo Barberis-Blostein

This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…

Statistics Theory · Mathematics 2026-04-02 Telmo Pérez-Izquierdo

A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein--Weiss family of bounds for the mean squared error and relies…

Information Theory · Computer Science 2020-06-17 Alex Dytso , Michael Fauß , H. Vincent Poor

In quantum multi-parameter estimation, the precision of estimating unknown parameters is bounded by the Cramer-Rao bound (CRB), defined via the inverse of the Fisher information matrix (FIM). However, in certain scenarios such as…

Quantum Physics · Physics 2025-11-18 Min Namkung , Changhyoup Lee , Hyang-Tag Lim

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…

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

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…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

We study the estimation problem for linear time-invariant (LTI) state-space models with Gaussian excitation of an unknown covariance. We provide non asymptotic lower bounds for the expected estimation error and the mean square estimation…

Statistics Theory · Mathematics 2021-09-20 Boualem Djehiche , Othmane Mazhar

We revisit the problem of broadcasting on $d$-ary trees: starting from a Bernoulli$(1/2)$ random variable $X_0$ at a root vertex, each vertex forwards its value across binary symmetric channels $\mathrm{BSC}_\delta$ to $d$ descendants. The…

Information Theory · Computer Science 2020-05-19 Yuzhou Gu , Hajir Roozbehani , Yury Polyanskiy

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

The problem of preserving the privacy of individual entries of a database when responding to linear or nonlinear queries with constrained additive noise is considered. For privacy protection, the response to the query is systematically…

Optimization and Control · Mathematics 2018-08-30 Farhad Farokhi , Henrik Sandberg

We provide a general constrained risk inequality that applies to arbitrary non-decreasing losses, extending a result of Brown and Low [Ann. Stat. 1996]. Given two distributions $P_0$ and $P_1$, we find a lower bound for the risk of…

Statistics Theory · Mathematics 2020-04-17 John C. Duchi , Feng Ruan

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the utility of the resulting statistical estimators. We prove bounds on information-theoretic…

Statistics Theory · Mathematics 2014-08-28 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

This paper focuses on the privacy-preserving distributed estimation problem with a limited data rate, where the observations are the sensitive information. Specifically, a binary-valued quantizer-based privacy-preserving distributed…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Jieming Ke , Jimin Wang , Ji-Feng Zhang

Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…

Quantum Physics · Physics 2018-01-31 Jesús Rubio , Paul Knott , Jacob Dunningham

Using differential geometry, I derive a form of the Bayesian Cram\'er-Rao bound that remains invariant under reparametrization. With the invariant formulation at hand, I find the optimal and naturally invariant bound among the Gill-Levit…

Quantum Physics · Physics 2021-01-04 Mankei Tsang

We derive information-theoretic converses (i.e., lower bounds) for the minimum time required by any algorithm for distributed function computation over a network of point-to-point channels with finite capacity, where each node of the…

Information Theory · Computer Science 2017-01-04 Aolin Xu , Maxim Raginsky