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In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…

Machine-learning models contain information about the data they were trained on. This information leaks either through the model itself or through predictions made by the model. Consequently, when the training data contains sensitive…

机器学习 · 计算机科学 2021-08-25 Awni Hannun , Chuan Guo , Laurens van der Maaten

Fisher information is a measure of the best precision with which a parameter can be estimated from statistical data. It can also be defined for a continuous random variable without reference to any parameters, in which case it has a…

数据分析、统计与概率 · 物理学 2009-03-22 S. Prasad , N. C. Menicucci

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast to the common claim that the inverse of observed Fisher information…

统计方法学 · 统计学 2022-08-04 Adam Lane

This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…

统计理论 · 数学 2021-07-01 Juan Carlos Escanciano

The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…

量子物理 · 物理学 2024-04-30 Matteo Scandi , Paolo Abiuso , Jacopo Surace , Dario De Santis

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…

量子物理 · 物理学 2012-09-04 Xiao-Ming Lu , Shunlong Luo , C. H. Oh

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

概率论 · 数学 2024-09-23 Nguyen Tien Dung

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

Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…

信息论 · 计算机科学 2026-04-28 Mattia Carrino , Stefan Hohenegger

The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…

统计计算 · 统计学 2016-02-17 Omri Har Shemesh , Rick Quax , Borja Miñano , Alfons G. Hoekstra , Peter M. A. Sloot

The estimation of continuous parameters from measured data plays a central role in many fields of physics. A key tool in understanding and improving such estimation processes is the concept of Fisher information, which quantifies how…

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…

量子物理 · 物理学 2023-04-25 Stanislaw Kurdzialek , Rafal Demkowicz-Dobrzanski

Learning the model parameters of a multi-object dynamical system from partial and perturbed observations is a challenging task. Despite recent numerical advancements in learning these parameters, theoretical guarantees are extremely scarce.…

统计理论 · 数学 2017-07-17 Jeremie Houssineau , Sumeetpal S. Singh , Ajay Jasra

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

Fisher's information measure plays a very important role in diverse areas of theoretical physics. The associated measures as functionals of quantum probability distributions defined in, respectively, coordinate and momentum spaces, are the…

量子物理 · 物理学 2015-04-20 Angelo Plastino , Guido Bellomo , Angel R. Plastino

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…

天体物理仪器与方法 · 物理学 2025-10-14 David Wittman

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

统计计算 · 统计学 2014-05-08 Xumeng Cao

Basic general properties are considered for the Fisher-type information involving higher order derivatives. They are used to explore various properties of probability densities and to derive Stam-type inequalities.

信息论 · 计算机科学 2024-12-16 Sergey G. Bobkov

This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than…

统计理论 · 数学 2024-08-26 Paul Vos , Qiang Wu
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