相关论文: Non singularity of the asymptotic Fisher informati…

We investigate stationary hidden Markov processes for which mutual information between the past and the future is infinite. It is assumed that the number of observable states is finite and the number of hidden states is countably infinite.…

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…

We formulate and analyze an inverse problem using derivatives prices to obtain an implied filtering density on volatility's hidden state. Stochastic volatility is the unobserved state in a hidden Markov model (HMM) and can be tracked using…

We investigate behavior of the Fisher information matrix of general stable distributions. DuMouchel (1975, 1983) proved that the Fisher information of characteristic exponent \alpha diverges to infinity as \alpha approaches 2. Nagaev and…

We prove an extended convexity for quantum Fisher information of a mixed state with a given convex decomposition. This convexity introduces a bound which has two parts: i. classical part associated to the Fisher information of the…

We formulate the planar `large N limit' of matrix models with a continuously infinite number of matrices directly in terms of U(N) invariant variables. Non-commutative probability theory, is found to be a good language to describe this…

It is demonstrated that a necessary and sufficient condition that the Fisher information matrix of an ARMA model be nonsingular is that the model not be redundant, that is, the autoregressive and moving-average polynomials do not share…

The minimum error of unbiased parameter estimation is quantified by the quantum Fisher information in accordance to the Cram\'{e}r-Rao bound. We indicate that only superposed NOON states by simultaneous measurements can achieve the maximum…

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…

We study the existence of the maximal quantum Fisher information matrix in multi-parameter quantum estimation, which bounds the ultimate precision limit. We show that when the maximal quantum Fisher information matrix exists, it can be…

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

This paper presents new theory and methodology for the Bayesian estimation of overfitted hidden Markov models, with finite state space. The goal is then to achieve posterior emptying of extra states. A prior configuration is constructed…

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

This paper studies semiparametric Fisher information in models parametrized by general normed spaces. The main contribution is to establish that positive semiparametric Fisher information is equivalent to the gradient of the parameter of…

We show that two quantities in quantum metrology that were thought to be the same, the quantum Fisher information matrix and the Bures metric, are not the same. They differ at points at which the rank of the density matrix changes. The…

We provide a sufficient criterion for the unique parameter identification of combinatorially symmetric Hidden Markov Models based on the structure of their transition matrix. If the observed states of the chain form a zero forcing set of…

We have found the sufficient conditions for the spectrum of matrix-valued Friedrichs model to be finite.

We provide a new expression of the quantum Fisher information(QFI) for a general system. Utilizing this expression, the QFI for a non-full rank density matrix is only determined by its support. This expression can bring convenience for a…