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相关论文: Enhanced Monte Carlo Estimation of the Fisher Info…

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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

The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…

统计方法学 · 统计学 2023-06-06 William R. Coulton , Benjamin D. Wandelt

The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…

统计方法学 · 统计学 2023-02-07 Maud Delattre , Estelle Kuhn

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

统计计算 · 统计学 2016-08-08 Lingyao Meng

The Fisher information matrix (FIM) has long been of interest in statistics and other areas. It is widely used to measure the amount of information and calculate the lower bound for the variance for maximum likelihood estimation (MLE). In…

信息论 · 计算机科学 2015-06-19 Shenghan Guo

In the realm of deep learning, the Fisher information matrix (FIM) gives novel insights and useful tools to characterize the loss landscape, perform second-order optimization, and build geometric learning theories. The exact FIM is either…

机器学习 · 计算机科学 2021-10-29 Alexander Soen , Ke Sun

The Fisher information matrix (FIM) is a foundational concept in statistical signal processing. The FIM depends on the probability distribution, assumed to belong to a smooth parametric family. Traditional approaches to estimating the FIM…

统计计算 · 统计学 2015-06-22 Visar Berisha , Alfred O. Hero

The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…

统计理论 · 数学 2016-11-24 Dave Zachariah , Petre Stoica

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 Fisher information matrix can be used to characterize the local geometry of the parameter space of neural networks. It elucidates insightful theories and useful tools to understand and optimize neural networks. Given its high…

机器学习 · 计算机科学 2024-10-31 Alexander Soen , Ke Sun

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…

数值分析 · 数学 2026-04-14 Kathrin Hellmuth , Christian Klingenberg , Qin Li

The Quantum Fisher Information matrix (QFIM) is a central metric in promising algorithms, such as Quantum Natural Gradient Descent and Variational Quantum Imaginary Time Evolution. Computing the full QFIM for a model with $d$ parameters,…

量子物理 · 物理学 2021-10-20 Julien Gacon , Christa Zoufal , Giuseppe Carleo , Stefan Woerner

Fisher information and Shannon entropy are fundamental tools for understanding and analyzing dynamical systems from complementary perspectives. They can characterize unknown parameters by quantifying the information contained in variables,…

信息论 · 计算机科学 2025-12-19 Yuxuan Bao , J. Nathan Kutz

The conventional formulation of quantum sensing is based on the assumption that the probe is reset to its initial state after each measurement. In a very distinct approach, one can also pursue a sequential measurement scheme in which…

量子物理 · 物理学 2023-08-08 Yaoling Yang , Victor Montenegro , Abolfazl Bayat

Preconditioning with the quantum Fisher information matrix (QFIM) is a popular approach in quantum variational algorithms. Yet the QFIM is costly to obtain directly, usually requiring more state preparation than its classical counterpart:…

量子物理 · 物理学 2026-04-09 Jianfeng Lu , Kecen Sha

The Fisher information matrix (FIM) is a fundamental quantity to represent the characteristics of a stochastic model, including deep neural networks (DNNs). The present study reveals novel statistics of FIM that are universal among a wide…

机器学习 · 统计学 2019-10-10 Ryo Karakida , Shotaro Akaho , Shun-ichi Amari

The Fisher matrix (FM) has been generally used to predict the accuracy of the gravitational wave parameter estimation. Although a limitation of the FM has been well known, it is still mainly used due to its very low computational cost…

广义相对论与量子宇宙学 · 物理学 2014-11-21 Hee-Suk Cho , Chang-Hwan Lee

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

Maximum likelihood estimates and corresponding confidence regions of the estimates are commonly used in statistical inference. In practice, people often construct approximate confidence regions with the Fisher information at given sample…

统计理论 · 数学 2021-07-13 Sihang Jiang

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
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