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In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

混沌动力学 · 物理学 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

统计力学 · 物理学 2012-04-06 Takuya Yamano

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

统计力学 · 物理学 2007-05-23 Piotr Garbaczewski

We establish a variant of the log-Sobolev and transport-information inequalities for mixture distributions. If a probability measure $\pi$ can be decomposed into components that individually satisfy such inequalities, then any measure $\mu$…

信息论 · 计算机科学 2026-03-16 Jonathan Niles-Weed

Famously, the quantum Fisher information -- the maximum Fisher information over all physical measurements -- is additive for independent copies of a system and the optimal measurement acts locally. We are left to wonder: does the same hold…

量子物理 · 物理学 2025-12-24 Javier Navarro , Simon Morelli , Mikel Sanz , Mohammad Mehboudi

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…

信息论 · 计算机科学 2014-06-18 Nils Bertschinger , Johannes Rauh , Eckehard Olbrich , Jürgen Jost , Nihat Ay

Fine-tuning and naturalness, the sensitivity of low-energy observables to small changes in the fundamental parameters of a theory, are cornerstones of physics beyond the Standard Model. We propose a new measure of fine-tuning based on…

高能物理 - 理论 · 物理学 2026-05-04 James Halverson , Thomas R. Harvey , Michael Nee

Alternative proofs for the superadditivity and the affinity (in the large system limit) of the usual and some fractional Fisher informations of a probability density of many variables are provided. They are consequences of the fact that…

偏微分方程分析 · 数学 2020-08-26 Nicolas Rougerie

Recently, a new measure of information called extropy has been introduced by Lad, Sanfilippo and Agr\`o as the dual version of Shannon entropy. In the literature, Tsallis introduced a measure for a discrete random variable, named Tsallis…

概率论 · 数学 2021-09-30 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

Fisher information, Shannon information entropy and Statistical Complexity are calculated for the interface of a normal metal and a superconductor, as a function of the temperature for several materials. The order parameter $\Psi({\bf r})$…

量子物理 · 物理学 2018-06-05 Ch. C. Moustakidis , C. P. Panos

We show how Fisher's information already known particular character as the fundamental information geometric object which plays the role of a metric tensor for a statistical differential manifold, can be derived in a relatively easy manner…

统计力学 · 物理学 2007-05-23 Marco Masi

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

概率论 · 数学 2016-04-08 Nigel J. Newton

We study the interrelationships between the Fisher information metric recently introduced, on the basis of maximum entropy considerations, by Brody and Hughston (quant-ph/9906085) and the monotone metrics, as explicated by Petz and Sudar.…

量子物理 · 物理学 2007-05-23 Paul B. Slater

We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…

统计力学 · 物理学 2007-05-23 F. Pennini , A. Plastino

Uncertain input of a mathematical model induces uncertainties in the output and probabilistic sensitivity analysis identifies the influential inputs to guide decision-making. Of practical concern is the probability that the output would, or…

信息论 · 计算机科学 2022-07-12 Jiannan Yang

Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…

统计力学 · 物理学 2015-05-13 Marcelo R. Ubriaco

Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…

信息论 · 计算机科学 2019-08-22 Amos Lapidoth , Christoph Pfister

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…

统计理论 · 数学 2021-07-02 Sofiane Arradi-Alaoui

Recently proposed methods in data subset selection, that is active learning and active sampling, use Fisher information, Hessians, similarity matrices based on gradients, and gradient lengths to estimate how informative data is for a…

机器学习 · 计算机科学 2022-11-08 Andreas Kirsch , Yarin Gal

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
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