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We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density…

Information Theory · Computer Science 2015-04-14 T. Clingman , Jeff Murugan , Jonathan P. Shock

We consider kinetic models for Fermi-Dirac-like particles obeying the exclusion principle. A generalized notion of Fisher information, tailored to kinetic equations of Fermi-Dirac-Fokker-Planck type, is introduced via the associated entropy…

Analysis of PDEs · Mathematics 2025-08-22 Yuzhe Zhu

The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The…

Data Analysis, Statistics and Probability · Physics 2013-10-08 E. W. Piotrowski , J. Sladkowski , J. Syska , S. Zajac

Many imaging systems are used to estimate a vector of parameters associated with the object being imaged. In many cases there are other parameters in the model for the imaging data that are not of interest for the task at hand. We refer to…

Information Theory · Computer Science 2019-02-14 Eric Clarkson

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…

Instrumentation and Methods for Astrophysics · Physics 2018-02-28 Thomas D. P. Edwards , Christoph Weniger

The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the…

Statistics Theory · Mathematics 2019-05-21 Tomohiro Nishiyama

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

The dynamics of a charged two-qubit system prepared initially in a maximum entangled state is discussed, where each qubit interacts independently with a dephasing channel. The Fisher information is used to estimate the channel and the…

Quantum Physics · Physics 2016-12-13 Hamada El-Shiekh Nour Zidan , Nasser Metwally

In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the…

Information Theory · Computer Science 2013-05-28 Jean-François Bercher

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

Statistical Mechanics · Physics 2012-04-06 Takuya Yamano

The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of Gaussian distributions lead to a new mean function of…

Statistics Theory · Mathematics 2019-04-09 Abram M. Kagan , Paul J. Smith

We show how to verify the metrological usefulness of quantum states based on the expectation values of an arbitrarily chosen set of observables. In particular, we estimate the quantum Fisher information as a figure of merit of metrological…

Quantum Physics · Physics 2017-04-25 Iagoba Apellaniz , Matthias Kleinmann , Otfried Gühne , Geza Toth

We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…

Statistical Mechanics · Physics 2007-05-23 F. Pennini , A. Plastino

We introduce new lower bounds for the fractional Fisher information. Equipped with these bounds we study a hyperbolic-parabolic model of chemotaxis and prove the global existence of solutions in certain dissipation regimes.

Analysis of PDEs · Mathematics 2016-09-05 Rafael Granero-Belinchón

We provide a new expression of the quantum Fisher information(QFI) for a general system. Utilizing this expression, the QFI for a non-full rank density matrix is only determined by its support. This expression can bring convenience for a…

Quantum Physics · Physics 2014-01-31 Jing Liu , Xiao-Xing Jing , Wei Zhong , Xiaoguang Wang

The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…

Methodology · Statistics 2025-04-22 Veeranna Banoth

In the realm of deep learning, the Fisher information matrix (FIM) gives novel insights and useful tools to characterize the loss landscape, perform second-order optimization, and build geometric learning theories. The exact FIM is either…

Machine Learning · Computer Science 2021-10-29 Alexander Soen , Ke Sun

Complex non-linear time series are ubiquitous in geosciences. Quantifying complexity and non-stationarity of these data is a challenging task, and advanced complexity-based exploratory tool are required for understanding and visualizing…

Methodology · Statistics 2021-01-13 Fabian Guignard , Mohamed Laib , Federico Amato , Mikhail Kanevski

Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…

Statistics Theory · Mathematics 2023-06-05 Brodie A. J. Lawson , Kevin Burrage , Kerrie Mengersen , Rodrigo Weber dos Santos
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