An inequality connecting entropy distance,Fisher Information and large deviations

In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large deviation rate functional. In addition to possessing various favourable properties, we show that this generalised Fisher Information converges to the classical Fisher Information in an appropriate limit. We then use this generalised Fisher Information and the aforementioned inequality to qualitatively study coarse-graining problems for jump processes on discrete spaces.     

Maximum Shannon Entropy, Minimum Fisher Information, and an Elementary Game

We formulate an elementary statistical game which captures the essence of some fundamental quantum experiments such as photon polarization and spin measurement. We explore and compare the significance of the principle of maximum Shannon entropy and the principle of minimum Fisher information in solving such a game. The solution based on the principle of minimum Fisher information coincides with the solution based on an invariance principle, and provides an informational explanation of Malus' law for photon polarization. There is no solution based on the principle of maximum Shannon entropy. The result demonstrates the merits of Fisher information, and the demerits of Shannon entropy, in treating some fundamental quantum problems. It also provides a quantitative example in support of a general philosophy: Nature intends to hide Fisher information, while obeying some simple rules.     

Differential Entropy and Dynamics of Uncertainty

We analyze the functioning of Gibbs-type entropy functionals in the time domain, with emphasis on Shannon and Kullback-Leibler entropies of time-dependent continuous probability distributions. The Shannon entropy validity is extended to probability distributions inferred from L ²(R ⁿ ) quantum wave packets. In contrast to the von Neumann entropy which simply vanishes on pure states, the differential entropy quantifies the degree of probability (de)localization and its time development. The associated dynamics of the Fisher information functional quantifies nontrivial power transfer processes in the mean, both in dissipative and quantum mechanical cases. PACS NUMBERS: 05.45.+b, 02.50.-r, 03.65.Ta, 03.67.-a     

H‐self‐adjoint matrices. Application to radiosity

In computer graphics, in the radiosity context, a linear system Φx=b must be solved and there exists a diagonal positive matrix H such that H Φ is symmetric. In this article, we extend this property to complex matrices: we are interested in matrices which lead to Hermitian matrices under premultiplication by a Hermitian positive‐definite matrix H. We shall prove that these matrices are self‐adjoint with respect to a particular innerproduct defined on ?ⁿ. As a result, like Hermitian matrices, they have real eigenvalues and they are diagonalizable. We shall also show how to extend the Courant–Fisher theorem to this class of matrices. Finally, we shall give a new preconditioning matrix which really improves the convergence speed of the conjugate gradient method used for solving the radiosity problem. Copyright © 2002 John Wiley & Sons, Ltd.     

An Informational Approach to the Sinusoidal Law of Photon Polarization

The photon polarization law po ＝ sin2θ is derived from a simple informational consideration by twomethods: The first is via an intuitive principle of mininum Fisher information, the second is via a symmetry andinvariance argument. The results demonstrate that in photon polarization, Nature has a tendency to hide herselfas deepas possible while obeying some regular conditions.     

一类Fisher方程的行波解

本文讨论了一类广义Fisher方程,得到了它的多个显式行波解.     

Hypothesis testing for the generalized multivariate modified Bessel model

In this paper, we consider hypothesis testing problems in which the involved samples are drawn from generalized multivariate modified Bessel populations. This is a much more general distribution that includes both the multivariate normal and multivariate-t distributions as special cases. We derive the distribution of the Hotelling's T²-statistic for both the one- and two-sample problems, as well as the distribution of the Scheffe's T²-statistic for the Behrens–Fisher problem. In all cases, the non-null distribution of the corresponding F-statistic follows a new distribution which we introduce as the non-central F-Bessel distribution. Some statistical properties of this distribution are studied. Furthermore, this distribution was utilized to perform some power calculations for tests of means for different models which are special cases of the generalized multivariate modified Bessel distribution, and the results compared with those obtained under the multivariate normal case. Under the null hypothesis, however, the non-central F-Bessel distribution reduces to the central F-distribution obtained under the classical normal model.     

关于企业经济效益综合评价模型的再讨论——利用费歇判别值进行排序的质疑

本文从理论上讨论了费歇判别与回归模型的等价，指出了利用费歇判别值对企业的综合经济效益进行排序是不合理的，并提出了改进的综合评价方法     

Net information measures for modified Yukawa and Hulthén potentials

The dimensional analyses of the position and momentum variances‐based quantum mechanical Heisenberg uncertainty measure, as well as the entropic information measures given by the Shannon information entropy sum and the product of Fisher information measures are carried out for two widely used nonrelativistic isotropic exponential‐cosine screened Coulomb potentials generated by multiplying the superpositions of (i) Yukawa‐like, ?Z(e^?μr/r), and (ii) Hulthén‐like, ?Zμ(1/(e^μr ? 1)), potentials by cos(bμr) followed by addition of the term a/r², where a and b ≥ 0, μ are the screening parameters and Z, in case of atoms, denotes the nuclear charge. Under the spherical symmetry, all the information measures considered are shown to be independent of the scaling of the set [μ, Z] at a fixed value of μ/Z, a, and b and the other parameters defining the superpositions of the potentials. Numerical results are presented, which support the validity of the scaling properties. © 2007 Wiley Periodicals, Inc. Int J Quantum Chem, 2007     

A central limit theorem in nonlinear filtering

It is shown that the probability law of a diffusion process conditioned on weakly corrupted observations is asymptotically Gaussian when properly scaled. The method of proof involves Fisher information matrices and a Cramér-Rao inequality.