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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

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 establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…

概率论 · 数学 2018-12-11 Giacomo Di Gesù , Mauro Mariani

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

We introduce a new kind of quantum measurement that is defined to be symmetric in the sense of uniform Fisher information across a set of parameters that injectively represent pure quantum states in the neighborhood of a fiducial pure…

量子物理 · 物理学 2016-05-11 Nan Li , Christopher Ferrie , Jonathan A. Gross , Amir Kalev , Carlton M. Caves

We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…

量子物理 · 物理学 2026-05-22 Pedro B. Melo

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

A quantum measurement is Fisher symmetric if it provides uniform and maximal information on all parameters that characterize the quantum state of interest. Using (complex projective) 2-designs, we construct measurements on a pair of…

量子物理 · 物理学 2018-01-25 Huangjun Zhu , Masahito Hayashi

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

We provide an experimentally measurable local gauge $U(1)$ invariant Fubini-Study (FS) metric for mixed states. Like the FS metric for pure states, it also captures only the quantum part of the uncertainty in the evolution Hamiltonian. We…

量子物理 · 物理学 2015-03-16 Debasis Mondal

If the rounding errors are assumed to be distributed independently from the intrinsic distribution of the random variable, the sample variance $s^2$ of the rounded variable is given by the sum of the true variance $\sigma^2$ and the…

统计理论 · 数学 2021-02-18 J. An

Although Shannon mutual information has been widely used, its effective calculation is often difficult for many practical problems, including those in neural population coding. Asymptotic formulas based on Fisher information sometimes…

信息论 · 计算机科学 2019-03-06 Wentao Huang , Kechen Zhang

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

We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…

统计理论 · 数学 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear)…

统计理论 · 数学 2012-11-22 Ngai Hang Chan , Ching-Kang Ing

We examine important properties of the difference between the variance and the quantum Fisher information over four, i.e., $(\Delta A)^2-F_{\rm Q}[\varrho,A]/4.$ We find that it is equal to a generalized variance defined in Petz [J. Phys. A…

量子物理 · 物理学 2018-08-22 Geza Toth

We study the problem of heavy-tailed mean estimation in settings where the variance of the data-generating distribution does not exist. Concretely, given a sample $\mathbf{X} = \{X_i\}_{i = 1}^n$ from a distribution $\mathcal{D}$ over…

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

In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

数学物理 · 物理学 2013-01-18 J. -F. Bercher

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

概率论 · 数学 2014-07-07 S. G. Bobkov , G. P. Chistyakov , F. Götze