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相关论文: Fisher Information and the Fourth Moment Theorem

200 篇论文

We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian (location) problem. Most existing bounds are order-wise loose in this setting,…

信息论 · 计算机科学 2023-11-14 Ruida Zhou , Chao Tian , Tie Liu

We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…

概率论 · 数学 2024-02-05 Qi Feng , Xinzhe Zuo , Wuchen Li

We introduce a new kind of quantum measurement that is defined to be symmetric in the sense of uniform Fisher information across a set of parameters that injectively represent pure quantum states in the neighborhood of a fiducial pure…

量子物理 · 物理学 2016-05-11 Nan Li , Christopher Ferrie , Jonathan A. Gross , Amir Kalev , Carlton M. Caves

We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…

概率论 · 数学 2010-08-19 Jason Swanson

The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…

量子物理 · 物理学 2009-10-31 Michael J. W. Hall

In this study, considering the Fisher information metric (Fisher metric) given by a specific form, which is the form of weights in statistical physics, we rewrite the Einstein-Hilbert (EH) action. Then, determining the transformation rules…

高能物理 - 理论 · 物理学 2020-09-29 Shingo Takeuchi

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

概率论 · 数学 2022-10-07 Francesco Caravenna , Francesca Cottini

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…

统计理论 · 数学 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

We establish an a priori estimate for the dissipation of the Fisher information for the space-homogeneous Landau equation with very soft potentials. This work is motivated by the recent breakthrough by Guillen and Silvestre, which proves…

偏微分方程分析 · 数学 2024-10-14 Sehyun Ji

We investigate the ultimate estimation precision, characterized by the quantum Fisher information, of a two-level atom as a detector which is coupled to massless scalar field in the Minkowski vacuum. It has been shown that for an inertial…

量子物理 · 物理学 2022-05-19 Xiaobao Liu , Jiliang Jing , Zehua Tian , Weiping Yao

We present a toolbox of new techniques and concepts for the efficient forecasting of experimental sensitivities. These are applicable to a large range of scenarios in (astro-)particle physics, and based on the Fisher information formalism.…

天体物理仪器与方法 · 物理学 2018-02-28 Thomas D. P. Edwards , Christoph Weniger

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus let down a curtain on a possible formulation of a principle of…

统计力学 · 物理学 2013-09-06 Matteo Polettini , Massimiliano Esposito

In quantum information theory, Fisher Information is a natural metric on the space of perturbations to a density matrix, defined by calculating the relative entropy with the unperturbed state at quadratic order in perturbations. In…

高能物理 - 理论 · 物理学 2016-05-25 Nima Lashkari , Mark Van Raamsdonk

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

数值分析 · 数学 2020-07-14 Xing Liu , Weihua Deng

We consider a drift-diffusion process of $N$ stochastic particles and show that its empirical measure converges, as $N\rightarrow \infty$, to the solution of the Landau equation. We work in the regime of very soft and Coulomb potentials…

偏微分方程分析 · 数学 2026-01-06 Côme Tabary

This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…

最优化与控制 · 数学 2017-08-11 Qingxin Meng , Qiuhong Shi , Maoning Tang

Recently new approaches for sensing the frequency of time dependent Hamiltonians have been presented, and it was shown that the optimal Fisher information scales as $T^{4}.$ We present here our interpretation of this new scaling, where the…

量子物理 · 物理学 2017-09-13 Tuvia Gefen , Fedor Jelezko , Alex Retzker

This paper introduces a method for efficiently approximating the inverse of the Fisher information matrix, a crucial step in achieving effective variational Bayes inference. A notable aspect of our approach is the avoidance of analytically…

统计方法学 · 统计学 2024-04-29 A. Godichon-Baggioni , D. Nguyen , M-N Tran

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…

概率论 · 数学 2008-11-19 Ivan Nourdin , Giovanni Peccati , Anthony Réveillac

On any denumerable product of probability spaces, we extend the discrete Malliavin structure for conditionally independent random variables. As a consequence, we obtain the chaos decomposition for functionals of conditionally independent…

概率论 · 数学 2024-04-08 Laurent Decreusefond , Christophe Vuong
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