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We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…

统计力学 · 物理学 2023-09-06 Joseph A. Smiga , Marco Radaelli , Felix C. Binder , Gabriel T. Landi

We consider the impact that temporal correlations in the measurement statistics can have on the achievable precision in a sequential metrological protocol. In this setting, and for a single quantum probe, we establish that it is the…

量子物理 · 物理学 2024-04-02 Eoin O'Connor , Steve Campbell , Gabriel T. Landi

We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…

量子物理 · 物理学 2026-02-04 Marco Radaelli , Joseph A. Smiga , Gabriel T. Landi , Felix C. Binder

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

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…

量子物理 · 物理学 2011-06-23 Madalin Guta

We address the fundamental limits of learning unknown parameters of any stochastic process from time-series data, and discover exact closed-form expressions for how optimal inference scales with observation length. Given a parametrized…

机器学习 · 计算机科学 2023-10-09 Paul M. Riechers

We present a novel and simple method to numerically calculate Fisher Information Matrices for stochastic chemical kinetics models. The linear noise approximation is used to derive model equations and a likelihood function which leads to an…

应用统计 · 统计学 2015-05-27 Michal Komorowski , Maria J. Costa , David A. Rand , Michael Stumpf

We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master…

量子物理 · 物理学 2013-04-03 Søren Gammelmark , Klaus Mølmer

Quantum Fisher information characterizes the phase sensitivity of qubits in the spin-boson model with a finite bandwidth spectrum. In contrast with Markovian reservoirs, the quantum Fisher information will flow from the environments to…

量子物理 · 物理学 2015-06-18 Xiang Hao , Ninghua Tong , Shiqun Zhu

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

Fisher information, lies at the heart of parameter estimation theory, was recently found to have a close relation with multipartite entanglement (Pezz\'{e} and Smerzi, Phys. Rev. Lett. 102, 100401). We use Fisher information to distinguish…

量子物理 · 物理学 2009-05-05 Jian Ma , Xiaoguang Wang

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

We investigate the quantum parameter estimation in circuit quantum electrodynamics via dispersive measurement. Based on the Metropolis Hastings (MH) algorithm and the Markov chain Monte Carlo (MCMC) integration, a new algorithm is proposed…

量子物理 · 物理学 2017-10-05 Beili Gong , Yang Yang , Wei Cui

The quantum Fisher information, the quantum analogue of the classical Fisher information, is a central quantity in quantum metrology and quantum sensing due to its connection to parameter estimation and fidelity susceptibility. Using…

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

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…

概率论 · 数学 2007-05-23 Yacine Ait-Sahalia , Jean Jacod

The importance of Fisher information is increasing in nonequilibrium thermodynamics, as it has played a fundamental role in trade-off relations such as thermodynamic uncertainty relations and speed limits. In this work, we investigate…

量子物理 · 物理学 2026-03-05 Tomohiro Nishiyama , Yoshihiko Hasegawa

In this paper, we investigate the stochastic thermodynamics of Fisher information (FI), meaning we characterize both the \textit{fluctuations} of FI, introducing a parastatistics of that quantity, and thermodynamic quantities. We introduce…

统计力学 · 物理学 2025-01-06 Pedro B. Melo , Sílvio M. Duarte Queirós , Welles A. M. Morgado

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…

The Fisher information $F$ gives a limit to the ultimate precision achievable in a phase estimation protocol. It has been shown recently that the Fisher information for a linear two-mode interferometer cannot exceed the number of particles…

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