Search results for "fisher information"
showing 10 items of 35 documents
Quasiconformal maps in metric spaces with controlled geometry
1998
This paper develops the foundations of the theory of quasiconformal maps in metric spaces that satisfy certain bounds on their mass and geometry. The principal message is that such a theory is both relevant and viable. The first main issue is the problem of definition, which we next describe. Quasiconformal maps are commonly understood as homeomorphisms that distort the shape of infinitesimal balls by a uniformly bounded amount. This requirement makes sense in every metric space. Given a homeomorphism f from a metric space X to a metric space Y , then for x∈X and r>0 set
Distortion of quasiconformal maps in terms of the quasihyperbolic metric
2013
Abstract We extend a theorem of Gehring and Osgood from 1979–relating to the distortion of the quasihyperbolic metric by a quasiconformal mapping between Euclidean domains–to the setting of metric measure spaces of Q -bounded geometry. When the underlying target space is bounded, we require that the boundary of the image has at least two points. We show that even in the manifold setting, this additional assumption is necessary.
Quantum enhancement of qutrit dynamics through driving field and photonic-band-gap crystal
2022
A comparative study of a qutrit (three-level atomic system) coupled to a classical field in a typical Markovian reservoir (free space) and in a photonic band-gap (PBG) crystal is carried out. The aim of the study is to assess the collective impact of structured environment and classical control of the system on the dynamics of quantum coherence, non-Markovianity, and estimation of parameters which are initially encoded in the atomic state. We show that the constructive interplay of PBG material as a medium and classical driving field as a part of system results in a significant enhancement of all the quantum traits of interest, compared to the case when the driven qutrit is in a Markovian e…
Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change
2016
ABSTRACTBelzunce et al. (1995) define the elasticity for non negative random variables as the reversed proportional failure rate (RPFR). Veres-Ferrer and Pavia (2012, 2014b) interpret it in economic terms, extending its definition to variables that can also take negative values, and briefly present the role of elasticity in characterizing probability distributions. This paper highlights a set of properties demonstrated by elasticity, which shows many similar properties to the reverse hazard function. This paper pays particular attention to studying the increase/decrease and the speed of change of the elasticity function. These are important properties because of the characterizing role of e…
Maximum likelihood estimation for the exponential power function parameters
1995
This paper addresses the problem of obtaining maximum likelihood estimates for the three parameters of the exponential power function; the information matrix is derived and the covariance matrix is here presented; the regularity conditions which ensure asymptotic normality and efficiency are examined. A numerical investigation is performed for exploring the bias and variance of the maximum likelihood estimates and their dependence on sample size and shape parameter.
Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models
2013
Summary Sparsity is an essential feature of many contemporary data problems. Remote sensing, various forms of automated screening and other high throughput measurement devices collect a large amount of information, typically about few independent statistical subjects or units. In certain cases it is reasonable to assume that the underlying process generating the data is itself sparse, in the sense that only a few of the measured variables are involved in the process. We propose an explicit method of monotonically decreasing sparsity for outcomes that can be modelled by an exponential family. In our approach we generalize the equiangular condition in a generalized linear model. Although the …
Intrinsic credible regions: An objective Bayesian approach to interval estimation
2005
This paper definesintrinsic credible regions, a method to produce objective Bayesian credible regions which only depends on the assumed model and the available data.Lowest posterior loss (LPL) regions are defined as Bayesian credible regions which contain values of minimum posterior expected loss: they depend both on the loss function and on the prior specification. An invariant, information-theory based loss function, theintrinsic discrepancy is argued to be appropriate for scientific communication. Intrinsic credible regions are the lowest posterior loss regions with respect to the intrinsic discrepancy loss and the appropriate reference prior. The proposed procedure is completely general…
Prior-based Bayesian information criterion
2019
We present a new approach to model selection and Bayes factor determination, based on Laplace expansions (as in BIC), which we call Prior-based Bayes Information Criterion (PBIC). In this approach, the Laplace expansion is only done with the likelihood function, and then a suitable prior distribution is chosen to allow exact computation of the (approximate) marginal likelihood arising from the Laplace approximation and the prior. The result is a closed-form expression similar to BIC, but now involves a term arising from the prior distribution (which BIC ignores) and also incorporates the idea that different parameters can have different effective sample sizes (whereas BIC only allows one ov…
Efficiency Bounds for Product Designs in Linear Models
1999
We provide lower efficiency bounds for the best product design for an additive multifactor linear model. The A-optimality criterion is used to demonstrate that out bounds are better than the conventional bounds. Applications to other criteria, such as IMSE (integrated mean squared error) criterion are also indicated. In all the cases, the best product design appears to perform better when there are more levels in each factor but decreases when more factors are included. Explicit efficiency formulas for non-additive models are also constructed.
On quantumness in multi-parameter quantum estimation
2019
In this article we derive a measure of quantumness in quantum multi-parameter estimation problems. We can show that the ratio between the mean Uhlmann Curvature and the Fisher Information provides a figure of merit which estimates the amount of incompatibility arising from the quantum nature of the underlying physical system. This ratio accounts for the discrepancy between the attainable precision in the simultaneous estimation of multiple parameters and the precision predicted by the Cram\'er-Rao bound. As a testbed for this concept, we consider a quantum many-body system in thermal equilibrium, and explore the quantum compatibility of the model across its phase diagram.