Search results for "fisher information"
showing 5 items of 35 documents
Information dynamics: Temporal behavior of uncertainty measures
2008
We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory methods and inequalities satisfied by Fisher and Shannon information measures. We focus on a compatibility of these inequalities with the prescribed (deterministic, random or quantum) temporal behavior of pertinent probability densities.
A principled approach to network-based classification and data representation
2013
Measures of similarity are fundamental in pattern recognition and data mining. Typically the Euclidean metric is used in this context, weighting all variables equally and therefore assuming equal relevance, which is very rare in real applications. In contrast, given an estimate of a conditional density function, the Fisher information calculated in primary data space implicitly measures the relevance of variables in a principled way by reference to auxiliary data such as class labels. This paper proposes a framework that uses a distance metric based on Fisher information to construct similarity networks that achieve a more informative and principled representation of data. The framework ena…
Towards interpretable classifiers with blind signal separation
2012
Blind signal separation (BSS) is a powerful tool to open-up complex signals into component sources that are often interpretable. However, BSS methods are generally unsupervised, therefore the assignment of class membership from the elements of the mixing matrix may be sub-optimal. This paper proposes a three-stage approach using Fisher information metric to define a natural metric for the data, from which a Euclidean approximation can then be used to drive BSS. Results with synthetic data models of real-world high-dimensional data show that the classification accuracy of the method is good for challenging problems, while retaining interpretability.
Multiparameter quantum critical metrology
2022
Single parameter estimation is known to benefit from extreme sensitivity to parameter changes in quantum critical systems. However, the simultaneous estimation of multiple parameters is generally limited due to the incompatibility arising from the quantum nature of the underlying system. A key question is whether quantum criticality may also play a positive role in reducing the incompatibility in the simultaneous estimation of multiple parameters. We argue that this is generally the case and verify this prediction in paradigmatic quantum many-body systems close to first and second order phase transitions. The antiferromagnetic and ferromagnetic 1-D Ising chain with both transverse and longi…
Towards Robust Adaptive Least-Squares Parameter Estimation with Internal Feedback
1998
Abstract The new concepts of the ‘covariance matrix normalization’ and the ‘cascade’ structure of the adaptive least-squares estimator are shown to generalize and extend the use of internal information feedback in various robustness/alertness-oriented modifications to the standard ALS estimation algorithm. In the cascade estimation structure it is possible to ‘naturally’ stabilize, rather than maximize, the information matrix so that the covariance windup and blowup are effectively eliminated and the celebrated square root update of the covariance matrix is no longer needed Consequently, a new, ‘single-loop/cascade’ ALS MIMO estimation algorithm, enabling to effectively track both slow and …