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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Information Geometry of Sensor Configuration
Simon Williams, Arthur George Suvorov, Wang Zeng Fu, Bill Moran · 2018-11-02 · via math.ST updates on arXiv.org

In problems of parameter estimation from sensor data, the Fisher Information provides a measure of the performance of the sensor; effectively, in an infinitesimal sense, how much information about the parameters can be obtained from the measurements. From the geometric viewpoint, it is a Riemannian metric on the manifold of parameters of the observed system. In this paper we consider the case of parameterized sensors and answer the question, "How best to reconfigure a sensor (vary the parameters of the sensor) to optimize the information collected?" A change in the sensor parameters results in a corresponding change to the metric. We show that the change in information due to reconfiguration exactly corresponds to the natural metric on the infinite dimensional space of Riemannian metrics on the parameter manifold, restricted to finite-dimensional sub-manifold determined by the sensor parameters. The distance measure on this configuration manifold is shown to provide optimal, dynamic sensor reconfiguration based on an information criterion. Geodesics on the configuration manifold are shown to optimize the information gain but only if the change is made at a certain rate. An example of configuring two bearings-only sensors to optimally locate a target is developed in detail to illustrate the mathematical machinery, with Fast-Marching methods employed to efficiently calculate the geodesics and illustrate the practicality of using this approach.