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In this brief note we compute the Fisher information of a family of generalized normal distributions. Fisher information is usually defined for regular distributions, i.e. continuously differentiable (log) density functions whose support…

Information Theory · Computer Science 2020-11-18 Precious Ugo Abara , Sandra Hirche

We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

Precision measurements with quantum systems rely on our ability to trace the differences between experimental signals to variations in unknown physical parameters. In this Letter we derive the Fisher information and the ensuing Cramer-Rao…

Quantum Physics · Physics 2015-06-17 Søren Gammelmark , Klaus Mølmer

We propose to use the quantum Fisher information in characterizing the information flow of open quantum systems. This information-theoretic approach provides a quantitative measure to statistically distinguish Markovian and non-Markovian…

Quantum Physics · Physics 2010-10-12 Xiao-Ming Lu , Xiaoguang Wang , C. P. Sun

Complex systems often exhibit multiple levels of organization covering a wide range of physical scales, so the study of the hierarchical decomposition of their structure and function is frequently convenient. To better understand this…

Information Theory · Computer Science 2020-07-08 Juan I. Perotti , Nahuel Almeira , Fabio Saracco

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

I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…

Applications · Statistics 2010-10-08 Sudhakar Prasad

In biology, information flows from the environment to the genome by the process of natural selection. But it has not been clear precisely what sort of information metric properly describes natural selection. Here, I show that Fisher…

Populations and Evolution · Quantitative Biology 2009-06-18 Steven A. Frank

We consider the Fisher information for spatially homogeneous multi-species Landau system. We show that the mass-weighted Fisher information is monotone decreasing in time along the solutions of the Landau system with a general class of…

Analysis of PDEs · Mathematics 2025-12-22 Yuzhe Zhu

We investigate the quantum Cramer-Rao bounds on the joint multiple-parameter estimation with the Gaussian state as a probe. We derive the explicit right logarithmic derivative and symmetric logarithmic derivative operators in such a…

Quantum Physics · Physics 2015-06-22 Yang Gao , Hwang Lee

We extend the speed limit of a distance between two states evolving by different generators for quantum systems [K. Suzuki and K. Takahashi, Phys. Rev. Res. 2, 032016(R) (2020)] to the classical stochastic processes described by the master…

Statistical Mechanics · Physics 2023-03-31 Kazutaka Takahashi , Yasuhiro Utsumi

Inspired by works on information transmission through quantum channels, we propose the use of a couple of mutual entropies to quantify the efficiency of continual measurement schemes in extracting information on the measured quantum system.…

Quantum Physics · Physics 2009-10-09 Albert Barchielli , Giancarlo Lupieri

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

Statistics Theory · Mathematics 2021-07-01 Juan Carlos Escanciano

The two principal/immediate influences -- which we seek to interrelate here -- upon the undertaking of this study are papers of Zyczkowski and Slomczy\'nski (J. Phys. A 34, 6689 [2001]) and of Petz and Sudar (J. Math. Phys. 37, 2262…

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

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

We present new information-theoretic generalization guarantees through the a novel construction of the "neighboring-hypothesis" matrix and a new family of stability notions termed sample-conditioned hypothesis (SCH) stability. Our approach…

Machine Learning · Statistics 2023-11-01 Ziqiao Wang , Yongyi Mao

We show that an information theoretic distance measured by the relative Fisher information between canonical equilibrium phase densities corresponding to forward and backward processes is intimately related to the gradient of the dissipated…

Statistical Mechanics · Physics 2013-11-12 Takuya Yamano

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

Stochastic separation theorems play important role in high-dimensional data analysis and machine learning. It turns out that in high dimension any point of a random set of points can be separated from other points by a hyperplane with high…

Probability · Mathematics 2020-12-02 Sergey Sidorov , Nikolai Zolotykh

Consider a finite-sized, multidimensional system in parameter state a. The system is either at statistical equilibrium or general non-equilibrium, and may obey either classical or quantum physics. L. Hardy's mathematical axioms provide a…

General Physics · Physics 2015-06-19 B. R. Frieden , R. A. Gatenby
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