Mutual Information Bounded by Fisher Information

We derive a general upper bound to mutual information in terms of the Fisher information. The bound may be further used to derive a lower bound for the Bayesian quadratic cost. These two provide alternatives to other inequalities in the literature (e.g.~the van Trees inequality) that are useful also for cases where the latter ones give trivial bounds. We then generalize them to the quantum case, where they bound the Holevo information in terms of the quantum Fisher information. We illustrate the usefulness of our bounds with a case study in quantum phase estimation. Here, they allow us to adapt to mutual information (useful for global strategies where the prior plays an important role) the known and highly nontrivial bounds for the Fisher information in the presence of noise. The results are also useful in the context of quantum communication, both for continuous and discrete alphabets.