相关论文: Smooth Metric Adjusted Skew Information Rates

The goal of quantum metrology is to improve measurements' sensitivities by harnessing quantum resources. Metrologists often aim to maximize the quantum Fisher information, which bounds the measurement setup's sensitivity. In studies of…

In statistical estimation theory, it has been shown previously that the Wigner-Yanase skew information is bounded by the quantum Fisher information associated with the phase parameter. Besides, the quantum Cram\'er-Rao inequality is…

M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…

Penalized spline smoothing of time series and its asymptotic properties are studied. A data-driven algorithm for selecting the smoothing parameter is developed. The proposal is applied to define a semiparametric extension of the well-known…

A measure of asymmetry is a quantification method that allows for the comparison of categorical evaluations before and after treatment effects or among different target populations, irrespective of sample size. We focus on square…

Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely,…

Quantum asymmetry is a physical resource which coincides with the amount of coherence between the eigenspaces of a generator responsible for phase encoding in interferometric experiments. We highlight an apparently counter-intuitive…

We derive an asymptotic lower bound on the Bayes risk when N identical quantum systems whose state depends on a vector of unknown parameters are jointly measured in an arbitrary way and the parameters of interest estimated on the basis of…

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the…

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of the observations tends to zero, we establish the asymptotic…

Information-based uncertainty measures like Shannon entropy, Onicescu energy and Fisher information (in position and momentum space) are employed to understand the effect of \emph{symmetric and asymmetric} confinement in a quantum harmonic…

In this paper, we present an innovative method for constructing proper priors for the skewness (shape) parameter in the skew-symmetric family of distributions. The proposed method is based on assigning a prior distribution on the…

Smoothing is widely used approach for measurement noise reduction in spectral analysis. However, it suffers from signal distortion caused by peak suppression. A locally self-adjustive smoothing method is developed that retains sharp peaks…

We propose a universal language to assess macroscopic quantumness in terms of coherence, with a set of conditions that should be satisfied by any measure of macroscopic coherence. We link the framework to the resource theory of asymmetry.…

The problem of recovering the asymptotics of a short range perturbation of the Euclidean metric on R^n from fixed energy scattering data is studied. It is shown that if two such metrics, g1, g2, have scattering data at some fixed energy…

A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…

Gauge theories and perturbative gravity in four dimensions are governed by a tower of infinite-dimensional symmetries which arise from tree-level soft theorems. However, aside from the leading soft theorems which are all-loop exact,…

We incorporate into the empirical measure the auxiliary information given by a finite collection of expectation in an optimal information geometry way. This allows to unify several methods exploiting a side information and to uniquely…