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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

Some of the tightest information-theoretic generalization bounds depend on the average information between the learned hypothesis and a single training example. However, these sample-wise bounds were derived only for expected generalization…

Machine Learning · Computer Science 2022-12-14 Hrayr Harutyunyan , Greg Ver Steeg , Aram Galstyan

This note reviews a recent contribution about the Fisher information for the space-homogeneous Boltzmann equation by L. Silvestre, C. Villani and the author (arXiv, 2024). This classical functional from information theory is shown to be…

Analysis of PDEs · Mathematics 2025-09-04 Cyril Imbert

We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…

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

We present a novel and simple method to numerically calculate Fisher Information Matrices for stochastic chemical kinetics models. The linear noise approximation is used to derive model equations and a likelihood function which leads to an…

Applications · Statistics 2015-05-27 Michal Komorowski , Maria J. Costa , David A. Rand , Michael Stumpf

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

We derive explicit expressions for the quantum Fisher information and the symmetric logarithmic derivative (SLD) of a quantum state in the exponential form; the SLD is expressed in terms of the generator. Applications include…

Quantum Physics · Physics 2014-04-23 Zhang Jiang

The quantum Cram\'er-Rao bound sets a fundamental limit on the accuracy of unbiased parameter estimation in quantum systems, relating the uncertainty in determining a parameter to the inverse of the quantum Fisher information. We…

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

Probability · Mathematics 2014-07-07 S. G. Bobkov , G. P. Chistyakov , F. Götze

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

In this paper, we investigate the stochastic thermodynamics of Fisher information (FI), meaning we characterize both the \textit{fluctuations} of FI, introducing a parastatistics of that quantity, and thermodynamic quantities. We introduce…

Statistical Mechanics · Physics 2025-01-06 Pedro B. Melo , Sílvio M. Duarte Queirós , Welles A. M. Morgado

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…

Probability · Mathematics 2007-05-23 Yacine Ait-Sahalia , Jean Jacod

Simultaneous estimation of multiple parameters is required in many practical applications. A lower bound on the variance of simultaneous estimation is given by the quantum Fisher information matrix. This lower bound is, however, not…

Quantum Physics · Physics 2020-04-22 Shingo Kukita

The correlation distance quantifies the statistical independence of two classical or quantum systems, via the distance from their joint state to the product of the marginal states. Tight lower bounds are given for the mutual information…

Quantum Physics · Physics 2013-09-23 Michael J. W. Hall

The accessible information quantifies the amount of classical information that can be extracted from an ensemble of quantum states. Analogously, the informational power quantifies the amount of classical information that can be extracted by…

Quantum Physics · Physics 2014-08-06 Michele Dall'Arno , Francesco Buscemi , Masanao Ozawa

Fisher Information is a key notion in the whole field of quantum metrology. It allows for a direct quantification of maximal achievable precision of estimation of parameters encoded in quantum states using the most general quantum…

Quantum Physics · Physics 2023-04-25 Stanislaw Kurdzialek , Rafal Demkowicz-Dobrzanski

While a positive operator valued measure gives the probabilities in a quantum measurement, an instrument gives both the probabilities and the a posteriori states. By interpreting the instrument as a quantum channel and by using the…

Quantum Physics · Physics 2007-05-23 Alberto Barchielli , Giancarlo Lupieri

This paper deals with Cram\'er-Rao inequalities in the context of nonextensive statistics and in estimation theory. It gives characterizations of generalized q-Gaussian distributions, and introduces generalized versions of Fisher…

Mathematical Physics · Physics 2012-06-05 J. -F. Bercher

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