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In this paper, we derive the Cramer-Rao bound (CRB) for joint target position and velocity estimation using an active or passive distributed radar network under more general, and practically occurring, conditions than assumed in previous…

Statistics Theory · Mathematics 2016-04-20 Qian He , Jianbin Hu , Rick S. Blum , Yonggang Wu

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Quantum Physics · Physics 2008-12-18 R. D. Gill , S. Massar

This paper considers the problem of estimation of the Fisher information for location from a random sample of size $n$. First, an estimator proposed by Bhattacharya is revisited and improved convergence rates are derived. Second, a new…

Information Theory · Computer Science 2020-05-08 Wei Cao , Alex Dytso , Michael Fauß , H. Vincent Poor , Gang Feng

Quantum Cram\'er--Rao theory is intrinsically local: it bounds precision near a specified parameter value, and its saturating measurement generally depends on that value. Barankin-type bounds use finite parameter displacements, but remain…

Quantum Physics · Physics 2026-05-28 Hai-Long Shi , Augusto Smerzi

Famously, the quantum Fisher information -- the maximum Fisher information over all physical measurements -- is additive for independent copies of a system and the optimal measurement acts locally. We are left to wonder: does the same hold…

Quantum Physics · Physics 2025-12-24 Javier Navarro , Simon Morelli , Mikel Sanz , Mohammad Mehboudi

The Cramer-Rao product of the Fisher information and the variance of a probability density \rho(x), defined on a domain \Delta \in R^D, is found to have a minimum value reached by the density associated with the ground state of the harmonic…

Mathematical Physics · Physics 2010-01-20 J. S. Dehesa , A. R. Plastino , P. Sanchez-Moreno , C. Vignat

The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness conditions are satisfied asymptotically by the constrained…

Information Theory · Computer Science 2019-02-20 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

Data Analysis, Statistics and Probability · Physics 2026-03-26 Mario Castro , José A. Cuesta

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2017-02-08 Olivier Pinel , Pu Jian , Claude Fabre , Nicolas Treps , Daniel Braun

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2015-06-16 O. Pinel , P. Jian , N. Treps , C. Fabre , and D. Braun

Quantum estimation theory provides optimal observations for various estimation problems for unknown parameters in the state of the system under investigation. However, the theory has been developed under the assumption that every observable…

Quantum Physics · Physics 2009-11-10 M. Hotta , M. Ozawa

Primordial non-Gaussianity is one of the most powerful probes of the inflationary epoch. The particle spectrum relevant to inflation, including masses and spins, is encoded in the precise form of statistical correlations of the adiabatic…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-03 Eugene Chen , Daniel Green , Vincent S. H. Lee

We compute a variance lower bound for unbiased estimators in specified statistical models. The construction of the bound is related to the original Cram\'er-Rao bound, although it does not require the differentiability of the model.…

Statistics Theory · Mathematics 2012-04-13 Thibault Espinasse , Paul Rochet

We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information…

Applications · Statistics 2015-10-28 Yuri Abramovich , Olivier Besson , Ben Johnson

How precisely can we estimate cosmological parameters by performing a quantum measurement on a cosmological quantum state? In quantum estimation theory the variance of an unbiased parameter estimator is bounded from below by the inverse of…

General Relativity and Quantum Cosmology · Physics 2017-10-17 Marcello Rotondo , Yasusada Nambu

In some non-equilibrium systems, the distribution of entropy production $p(\Sigma)$ satisfies the detailed fluctuation theorem (DFT), $p(\Sigma)/p(-\Sigma)=\exp(\Sigma)$. When the distribution $p(\Sigma)$ shows time-dependency, the…

Statistical Mechanics · Physics 2023-08-21 Domingos S. P. Salazar

The primary science driver for 3D galaxy surveys is their potential to constrain cosmological parameters. Forecasts of these surveys' effectiveness typically assume Gaussian statistics for the underlying matter density, despite the fact…

Cosmology and Nongalactic Astrophysics · Physics 2015-10-27 Andrew Repp , István Szapudi , Julien Carron , Melody Wolk

Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization…

Statistics Theory · Mathematics 2010-12-01 Rina Foygel , Mathias Drton

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