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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

Quantum Fisher information, as an intrinsic quantity for quantum states, is a central concept in quantum detection and estimation. When quantum measurements are performed on quantum states, classical probability distributions arise, which…

Quantum Physics · Physics 2012-09-04 Xiao-Ming Lu , Shunlong Luo , C. H. Oh

We derive a new variational principle for the quantum Fisher information leading to a simple iterative alternating algorithm, the convergence of which is proved. The case of a fixed measurement, i.e. the classical Fisher information, is…

Quantum Physics · Physics 2013-12-06 Katarzyna Macieszczak

Quantum Fisher information matrix (QFIM) is a core concept in theoretical quantum metrology due to the significant importance of quantum Cram\'{e}r-Rao bound in quantum parameter estimation. However, studies in recent years have revealed…

Quantum Physics · Physics 2020-03-27 Jing Liu , Haidong Yuan , Xiao-Ming Lu , Xiaoguang Wang

A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability…

Machine Learning · Computer Science 2018-08-23 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however,…

Robotics · Computer Science 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

We present a comparative study of several information and statistical complexity measures in order to examine a possible correlation with certain experimental properties of atomic structure. Comparisons are also carried out quantitatively…

Quantum Physics · Physics 2013-12-19 K. Ch. Chatzisavvas , S. T. Tserkis , C. P. Panos , Ch. C. Moustakidis

The expected decrease in system inertia and frequency stability motivates the development and maintenance of dynamic system models by Transmission System Operators. However, some dynamic model parameters can be unavailable due to market…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Dawn Virginillo , Asja Derviškadić , Mario Paolone

We study the existence of the maximal quantum Fisher information matrix in multi-parameter quantum estimation, which bounds the ultimate precision limit. We show that when the maximal quantum Fisher information matrix exists, it can be…

Quantum Physics · Physics 2017-08-02 Yu Chen , Haidong Yuan

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

How to design a Markov Decision Process (MDP) based radar controller that makes small sacrifices in performance to mask its sensing plan from an adversary? The radar controller purposefully minimizes the Fisher information of its emissions…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Bosung Kang , Sandeep Gogineni

Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…

Statistics Theory · Mathematics 2015-03-17 Peter Ruckdeschel , Helmut Rieder

Skewed distributions are fundamental in modelling asymmetric data on the d-dimensional torus. In this context, asymmetry is introduced through the sine-skewing mechanism, which is the only skewing mechanism that has been proposed on the…

Statistics Theory · Mathematics 2026-03-05 Emily Schutte , Sophia Loizidou , Vincent Laheurte

In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…

Statistics Theory · Mathematics 2023-07-19 Pooria Pakrooh , Ali Pezeshki , Louis L. Scharf , Douglas Cochran , Stephen D. Howard

We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…

Numerical Analysis · Computer Science 2016-07-19 Yoshiyuki Kabashima , Florent Krzakala , Marc Mézard , Ayaka Sakata , Lenka Zdeborová

The Fisher information matrix provides a way to measure the amount of information given observed data based on parameters of interest. Many applications of the FIM exist in statistical modeling, system identification, and parameter…

Computation · Statistics 2021-04-16 Xuan Wu

The Fisher information matrix is used widely in astronomy (and presumably other fields) to forecast the precision of future experiments while they are still in the design phase. Although many sources describe the mathematics of the…

Instrumentation and Methods for Astrophysics · Physics 2025-10-14 David Wittman

The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial…

Statistical Finance · Quantitative Finance 2015-04-16 Vadim Nastasiuk

Quantum Fisher information matrix (QFIM) is a cornerstone of modern quantum metrology and quantum information geometry. Apart from optimal estimation, it finds applications in description of quantum speed limits, quantum criticality,…

Quantum Physics · Physics 2018-04-16 Dominik Šafránek

The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the…

Instrumentation and Methods for Astrophysics · Physics 2013-10-30 Carl L. Rodriguez , Benjamin Farr , Will M. Farr , Ilya Mandel