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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

The Fisher information matrix is used widely in astronomy (and presumably other fields) to forecast the precision of future experiments while they are still in the design phase. Although many sources describe the mathematics of the…

Instrumentation and Methods for Astrophysics · Physics 2025-10-14 David Wittman

Heisenberg-like and Fisher-information-based uncertainty relations which extend and generalize previous similar expressions are obtained for $N$-fermion $d$-dimensional systems. The contributions of both spatial and spin degrees of freedom…

Information Theory · Computer Science 2016-10-07 I. V. Toranzo , S. López-Rosa , R. O. Esquivel , J. S. Dehesa

Fisher's criterion is a widely used tool in machine learning for feature selection. For large search spaces, Fisher's criterion can provide a scalable solution to select features. A challenging limitation of Fisher's criterion, however, is…

Machine Learning · Computer Science 2022-12-20 Ibrahim Alsolami , Tomoki Fukai

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have…

Machine Learning · Computer Science 2020-06-09 Frederik Kunstner , Lukas Balles , Philipp Hennig

We derive a new variational principle for the quantum Fisher information leading to a simple iterative alternating algorithm, the convergence of which is proved. The case of a fixed measurement, i.e. the classical Fisher information, is…

Quantum Physics · Physics 2013-12-06 Katarzyna Macieszczak

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…

Statistics Theory · Mathematics 2012-07-03 Marc Hallin , Christophe Ley

In this paper the relation between quantum covariances and quantum Fisher informations are studied. This study is applied to generalize a recently proved uncertainty relation based on quantum Fisher information. The proof given…

Mathematical Physics · Physics 2007-12-10 Paolo Gibilisco , Fumio Hiai , Denes Petz

We derive a general upper bound to mutual information in terms of the Fisher information. The bound may be further used to derive a lower bound for the Bayesian quadratic cost. These two provide alternatives to other inequalities in the…

Quantum Physics · Physics 2025-05-16 Wojciech Górecki , Xi Lu , Chiara Macchiavello , Lorenzo Maccone

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

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation…

Statistical Mechanics · Physics 2014-09-16 Matteo Polettini

The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…

Quantum Physics · Physics 2009-10-31 Michael J. W. Hall

The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…

Cosmology and Nongalactic Astrophysics · Physics 2015-02-20 A. F. Heavens , M. Seikel , B. D. Nord , M. Aich , Y. Bouffanais , B. A. Bassett , M. P. Hobson

This paper is a strongly geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, are also used in many…

Methodology · Statistics 2014-01-13 Sueli I. R. Costa , Sandra A. Santos , João E. Strapasson

We consider natural and general exponential families $(Q_m)_{m\in M}$ on $\mathbb{R}^d$ parametrized by the means. We study the submodels $(Q_{\theta m_1+(1-\theta)m_2})_{\theta\in[0,1]}$ parametrized by a segment in the means domain,…

Probability · Mathematics 2014-02-07 Piotr Graczyk , Salha Mamane

New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…

Statistics Theory · Mathematics 2013-07-11 Abram M. Kagan , Tinghui Yu , Andrew Barron , Mokshay Madiman

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

Probability · Mathematics 2024-09-23 Nguyen Tien Dung

The classical statistics indication for the impossibility to derive quantum mechanics from classical mechanics is proved. The formalism of the statistical Fisher information is used. Next the Fisher information as a tool of the construction…

Data Analysis, Statistics and Probability · Physics 2008-12-18 Jacek Syska

In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

Mathematical Physics · Physics 2013-01-18 J. -F. Bercher

The optimal phase estimation strategy is derived when partial a priori knowledge on the estimated phase is available. The structure of the optimal measurements, estimators and the optimal probe states is analyzed. The results fill the gap…

Quantum Physics · Physics 2013-05-29 Rafal Demkowicz-Dobrzanski