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We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…

Information Theory · Computer Science 2021-07-12 Leighton Pate Barnes , Ayfer Ozgur

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…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

We address the nonGaussianity (nG) of states obtained by weakly perturbing a Gaussian state and investigate the relationships with quantum estimation. For classical perturbations, i.e. perturbations to eigenvalues, we found that nG of the…

Quantum Physics · Physics 2015-03-18 Marco G. Genoni , Paolo Giorda , Matteo G. A. Paris

In this work, we show that the sample complexity required in quantum learning theory within a general parametric framework, is fundamentally governed by the inverse Fisher information matrix. More specifically, we derive upper and lower…

Quantum Physics · Physics 2026-03-11 Hyukgun Kwon , Seok Hyung Lie , Liang Jiang

The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…

Information Theory · Computer Science 2021-06-11 Manuel S. Stein

A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…

Statistics Theory · Mathematics 2012-04-18 Hervé Cardot , Peggy Cénac , Pierre-André Zitt

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

Statistics Theory · Mathematics 2016-11-24 Dave Zachariah , Petre Stoica

We consider the problem of determining the weights of a quantum ensemble. That is to say, given a quantum system that is in a set of possible known states according to an unknown probability law, we give strategies to estimate the…

Quantum Physics · Physics 2010-02-01 J. I. de Vicente , J. Calsamiglia , R. Munoz-Tapia , E. Bagan

The high-dimensional parameter space of deep neural networks -- the neuromanifold -- is endowed with a unique metric tensor defined by the Fisher information. Reliable and scalable computation of this metric tensor is valuable for theorists…

Machine Learning · Computer Science 2026-03-04 Ke Sun

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

Classical Fisher-information asymptotics describe the covariance of regular efficient estimators through the local quadratic approximation of the log-likelihood, and thus capture first-order geometry only. In curved models, including…

Statistics Theory · Mathematics 2026-04-15 Malik Amir , Sourangshu Ghosh

We address the "major open problem" of evaluating how much increased efficiency in estimation is possible using non-separable, as opposed to separable, measurements of N copies of m-level quantum systems. First, we study the six cases m =…

Quantum Physics · Physics 2009-11-06 Paul B. Slater

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

Applications · Statistics 2016-06-29 Ying Sun , Prabhu Babu , Daniel P. Palomar

In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear)…

Statistics Theory · Mathematics 2012-11-22 Ngai Hang Chan , Ching-Kang Ing

This paper provides a mathematical framework for Fisher information analysis for inverse problems based on Gaussian noise on infinite-dimensional Hilbert space. The covariance operator for the Gaussian noise is assumed to be trace class,…

Mathematical Physics · Physics 2015-06-04 Sven Nordebo , Mats Gustafsson , Andrei Khrennikov , Bö rje Nilsson , Joachim Toft

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 consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

Machine Learning · Statistics 2013-06-19 Ilya Soloveychik , Ami Wiesel

The aim of this thesis is to develop a theoretical framework to study parameter estimation of quantum channels. We study the task of estimating unknown parameters encoded in a channel in the sequential setting. A sequential strategy is the…

Quantum Physics · Physics 2022-01-06 Vishal Katariya

We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework…

Data Structures and Algorithms · Computer Science 2022-11-17 Jayadev Acharya , Clément L. Canonne , Ziteng Sun , Himanshu Tyagi
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