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The Fisher information $F$ gives a limit to the ultimate precision achievable in a phase estimation protocol. It has been shown recently that the Fisher information for a linear two-mode interferometer cannot exceed the number of particles…

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

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

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 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

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

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

The mean of an unknown variance-$\sigma^2$ distribution $f$ can be estimated from $n$ samples with variance $\frac{\sigma^2}{n}$ and nearly corresponding subgaussian rate. When $f$ is known up to translation, this can be improved…

Statistics Theory · Mathematics 2023-06-30 Shivam Gupta , Jasper C. H. Lee , Eric Price

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

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

We develop finite free information theory for real-rooted polynomials, establishing finite free analogues of entropy and Fisher information monotonicity, as well as the Stam and entropy power inequalities. These results resolve conjectures…

Probability · Mathematics 2026-02-18 Jorge Garza-Vargas , Nikhil Srivastava , Zachary Stier

Building on the recently introduced notion of Boolean entropy, we define the corresponding Boolean Fisher information via a de Bruijn identity. We study the monotonicity of this Fisher information in the Boolean Central Limit Theorem and…

Probability · Mathematics 2026-03-02 Guillaume Cébron , Kewei Pan

We extend classical analytic tools for finite-state statistical models to allow zero probabilities. Using methods from algebraic statistics and information geometry, we develop a framework in which a smooth statistical model could hit the…

Statistics Theory · Mathematics 2026-02-10 Giovanni Pistone , Fabio Rapallo , Eva Riccomagno

The minimum error of unbiased parameter estimation is quantified by the quantum Fisher information in accordance to the Cram\'{e}r-Rao bound. We indicate that only superposed NOON states by simultaneous measurements can achieve the maximum…

Quantum Physics · Physics 2015-05-28 Y. R. Zhang , G. R. Jin , J. P. Cao , W. M. Liu , H. Fan

We investigate behavior of the Fisher information matrix of general stable distributions. DuMouchel (1975, 1983) proved that the Fisher information of characteristic exponent \alpha diverges to infinity as \alpha approaches 2. Nagaev and…

Statistics Theory · Mathematics 2007-06-13 Muneya Matsui

Quantum Fisher information places the fundamental limit to the accuracy of estimating an unknown parameter. Here we shall provide the quantum Fisher information an operational meaning: a mixed state can be so prepared that a given…

Quantum Physics · Physics 2013-02-22 Sixia Yu

Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…

Quantum Physics · Physics 2009-11-07 Denes Petz

We prove two lower bounds for the complexity of non-log-concave sampling within the framework of Balasubramanian et al. (2022), who introduced the use of Fisher information (FI) bounds as a notion of approximate first-order stationarity in…

Machine Learning · Statistics 2022-10-07 Sinho Chewi , Patrik Gerber , Holden Lee , Chen Lu

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 propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong