Some results on a -divergence, an extended Fisher information and generalized Cramér-Rao inequalities

DOI10.1007/978-3-642-40020-9_53zbMATH Open1396.94044arXiv1305.6213OpenAlexW2042150869MaRDI QIDQ5410568FDOQ5410568

Authors: J-F Bercher 

Publication date: 16 April 2014

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Abstract: We propose a modified $$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram'er-Rao inequalities, involving this Fisher information, an extension of the Fisher information matrix, and arbitrary norms and power of the estimation error. In the case of a location parameter, we obtain new characterizations of the generalized $q$-Gaussians, for instance as the distribution with a given moment that minimizes the generalized Fisher information. Finally we indicate how the generalized Fisher information can lead to new uncertainty relations.

Full work available at URL: https://arxiv.org/abs/1305.6213

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Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Cited In (7)

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• General Fisher information matrices of a random vector
• From \(f\)-divergence to quantum quasi-entropies and their use
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• On a (\(\beta, q)\)-generalized Fisher information and inequalities involving \(q\)-Gaussian distributions
• Title not available (Why is that?)

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