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Exponential decay of Fisher information along the OU semigroup

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#probability #stochastic-processes #jensen-inequality #fisher-information
686
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MLE + Cramér-Rao bound of a discrete random variable

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#statistics #maximum-likelihood #log-likelihood #parameter-estimation #fisher-information
81
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The proof of Fisher efficiency of the natural gradient method(Amari's theorem)

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#optimization #riemannian-geometry #machine-learning #learning #fisher-information
94
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Is it true that $E_{\theta} \left ( \frac{\partial}{\partial \theta} \log p_{\theta} (X) \right ) = 0$?

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#probability #statistics #expected-value #variance #fisher-information
208
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The Meaning of Zero Probability in Fisher-Rao Metric

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#probability #probability-distributions #metric-spaces #manifolds #fisher-information
43
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Independent Distributions with Fisher information and Cramer-Rao Bounds

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#information-theory #beta-function #fisher-information
91
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Is the induced Fisher information metric equal to the Fisher metric of a submanifold?

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#statistics #differential-geometry #geometric-probability #fisher-information #information-geometry
68
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Variance stabilizing transformation of negative binomial

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#probability #statistics #fisher-information
453
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Cramer Rao Lower Bound for MLE from Bernoulli Distribution

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#upper-lower-bounds #fisher-information
200
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Fisher information of (weighted) sum of random variables

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#probability #random-variables #fisher-information
51
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Any unbiased estimator $\hat p$ have $Var(\hat p)\neq\frac {1}{\mathcal I(p)}$

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#statistics #examples-counterexamples #parameter-estimation #fisher-information
225
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Is the Fisher-Information even continuous in a regular statistical model?

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#statistics #continuity #variance #parameter-estimation #fisher-information
68
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Fisher information of product model

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#statistics #expected-value #density-function #fisher-information
103
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Proof of an inequality for a symmetric positive definite matrix (relation of Fisher information to directional information)

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#linear-algebra #eigenvalues-eigenvectors #quadratic-forms #fisher-information
84
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Question about Fisher information matrix

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#probability-theory #information-theory #fisher-information

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