相关论文: Generalized Fisher information matrix in nonextens…
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…
We have calculated the Tsallis entropy and Fisher information matrix (entropy) of spatially-correlated nonextensive systems, by using an analytic non-Gaussian distribution obtained by the maximum entropy method. Effects of the correlated…
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…
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the…
We discuss the generalized von Neumann (Tsallis) entropy and the generalized Fisher information (GFI) in nonextensive quantum systems, by using the interpolation approximation (IA) which has been shown to yield good results for the quantal…
We present two extended forms of Fisher information that fit well in the context of nonextensive thermostatistics. We show that there exists an interplay between these generalized Fisher information, the generalized $q$-Gaussian…
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,…
We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…
In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…
Let ${\Gamma}_n$ be an $n\times n$ Haar-invariant orthogonal matrix. Let ${ Z}_n$ be the $p\times q$ upper-left submatrix of ${\Gamma}_n$ and ${G}_n$ be a $p\times q$ matrix whose $pq$ entries are independent standard normals, where $p$ and…
Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment, and to optimise the design of experiments. However, the standard approach…
We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…
Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…
Statistical inference more often than not involves models which are non-linear in the parameters thus leading to non-Gaussian posteriors. Many computational and analytical tools exist that can deal with non-Gaussian distributions, and…
A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change…
We have discussed dynamical properties of the Tsallis entropy and the generalized Fisher information in nonextensive systems described by the Langevin model subjected to additive and multiplicative noise. Analytical expressions for the…
This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…
Within the framework of linear vector Gaussian channels with arbitrary signaling, closed-form expressions for the Jacobian of the minimum mean square error and Fisher information matrices with respect to arbitrary parameters of the system…
We establish several convexity properties for the entropy and Fisher information of mixtures of centered Gaussian distributions. First, we prove that if $X_1, X_2$ are independent scalar Gaussian mixtures, then the entropy of $\sqrt{t}X_1 +…
In this paper, a new probability distribution, referred to as the matrix Fisher-Gaussian (MFG) distribution, is proposed on the nonlinear manifold $\mathrm{SO}(3)\times\mathbb{R}^n$. It is constructed by conditioning a (9+n)-variate…