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The Fisher matrix formalism has in recent times become the standard method for predicting the precision with which various cosmological parameters can be extracted from future data. This approach is fast, and generally returns accurate…

天体物理学 · 物理学 2009-11-11 Laurence Perotto , Julien Lesgourgues , Steen Hannestad , Huitzu Tu , Yvonne Y. Y. Wong

Data collection is a fundamental problem in the scenario of big data, where the size of sampling sets plays a very important role, especially in the characterization of data structure. This paper considers the information collection process…

信息论 · 计算机科学 2018-01-23 Shanyun Liu , Rui She , Pingyi Fan

The Fisher-Bingham distribution ($\mathrm{FB}_8$) is an eight-parameter family of probability density functions (PDF) on $S^2$ that, under certain conditions, reduce to spherical analogues of bivariate normal PDFs. Due to difficulties in…

数据分析、统计与概率 · 物理学 2021-04-06 Tianlu Yuan

The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in…

统计力学 · 物理学 2016-05-04 Omri Har Shemesh , Rick Quax , Alfons G. Hoekstra , Peter M. A. Sloot

In point spread function (PSF) photometry, the selection of the fitting aperture radius plays a critical role in determining the precision of flux and background estimations. Traditional methods often rely on maximizing the signal-to-noise…

天体物理仪器与方法 · 物理学 2025-10-08 Sebastian Espinosa , Mario L. Vicuña , Rene A. Mendez , Jorge F. Silva , Marcos Orchard

This paper is a strongly geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, are also used in many…

统计方法学 · 统计学 2014-01-13 Sueli I. R. Costa , Sandra A. Santos , João E. Strapasson

Structured optical beams possess rich spatial features that are commonly characterized using entropic measures of field complexity. However, such measures do not directly quantify the operational usefulness of optical structure for…

光学 · 物理学 2025-12-30 J. Sumaya-Martinez , J. Mulia-Rodriguez

In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…

应用统计 · 统计学 2008-02-06 Betsabé G. Blas Achic , Mônica C. Sandoval , Olga Satomi Yoshida

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…

机器学习 · 统计学 2022-10-07 Sinho Chewi , Patrik Gerber , Holden Lee , Chen Lu

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,…

机器人学 · 计算机科学 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…

统计力学 · 物理学 2007-05-23 F. Pennini , A. Plastino

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

量子物理 · 物理学 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta

We study a scenario where an aircraft has multiple heterogeneous sensors collecting measurements to track a target vehicle of unknown location. The measurements are sampled along the flight path and our goals to optimize sensor placement to…

系统与控制 · 电气工程与系统科学 2023-01-13 Matthew R. Kirchner , David Grimsman , Joao P. Hespanha , Jason R. Marden

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

量子物理 · 物理学 2007-05-23 Ferenc Balázs , Sándor Imre

A relationship between the Fisher information and the characteristic function is established with the help of two inequalities. A necessary and sufficient condition for equality is found. These results are used to determine the asymptotic…

信息论 · 计算机科学 2010-07-12 Cihan Tepedelenlioglu , Mahesh K. Banavar , Andreas Spanias

We present a new efficient hybrid parameter estimation method based on the idea, that if nonlinear dynamic models are stated in terms of a system of equations that is linear in terms of the parameters, then regularized ordinary least…

We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=1}^{N}{X_i} \leq \gamma)$, via importance sampling (IS). We…

统计计算 · 统计学 2021-10-04 Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raul Tempone

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

统计理论 · 数学 2010-08-18 Jimmy Olsson , Jonas Ströjby

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

综合金融 · 定量金融 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

机器学习 · 统计学 2014-01-24 Keisuke Yamazaki