A tutorial on Fisher information
From MaRDI portal
Publication:1680996
DOI10.1016/j.jmp.2017.05.006zbMath1402.62318arXiv1705.01064MaRDI QIDQ1680996
Raoul P. P. P. Grasman, Eric‐Jan Wagenmakers, Alexander Ly, Maarten Marsman, Josine Verhagen
Publication date: 17 November 2017
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.01064
confidence intervals; model selection; hypothesis testing; minimum description length; statistical modeling; model complexity; Jeffreys's prior
62F15: Bayesian inference
62-02: Research exposition (monographs, survey articles) pertaining to statistics
62P15: Applications of statistics to psychology
Related Items
Unnamed Item, Hybrid exponentially weighted moving average control chart using Bayesian approach, The Lehmann type II Teissier distribution, Rough Set Approach to Sufficient Statistics, Accelerating opponent strategy inference for voting dynamics on complex networks, Application of minimum description length criterion to assess the complexity of models in mathematical immunology, The identification of mean quantum potential with Fisher information leads to a strong uncertainty relation, Behavior of quantum discord, local quantum uncertainty, and local quantum Fisher information in two-spin-1/2 Heisenberg chain with DM and KSEA interactions, Sequential hypothesis tests for multinomial processing tree models, Solving inverse problems in stochastic models using deep neural networks and adversarial training, Thermodynamic integration and steppingstone sampling methods for estimating Bayes factors: a tutorial, Bayes factors for peri-null hypotheses
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology
- The expected demise of the Bayes factor
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
- The semiparametric Bernstein-von Mises theorem
- The flexibility of models of recognition memory: an analysis by the minimum-description length principle
- Bernstein-von Mises theorem for linear functionals of the density
- Criteria for Bayesian model choice with application to variable selection
- Harold Jeffreys's \textit{Theory of probability} revisited
- Statistical decision theory and Bayesian analysis. 2nd ed
- Estimating the dimension of a model
- Tutorial on maximum likelihood estimation
- Vanishing Fisher information
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Asymptotics in statistics. Some basic concepts.
- The geometry of asymptotic inference. With comments and a rejoinder by the author
- A tutorial on bridge sampling
- Approximate Bayesian inference in semiparametric copula models
- J. B. S. Haldane's contribution to the Bayes factor hypothesis test
- On the limiting distribution of a sequence of estimators with uniformity property
- Making correct statistical inferences using a wrong probability model
- Statistical tests for comparing possibly misspecified and nonnested models
- Special issue on model selection
- Accumulative prediction error and the selection of time series models
- Model selection by normalized maximum likelihood
- Model selection by minimum description length: lower-bound sample sizes for the Fisher information approximation
- Fisher, Neyman, and the Creation of Classical Statistics
- Maximum Likelihood: An Introduction
- The Statistical Education of Harold Jeffreys
- Mixtures of g Priors for Bayesian Variable Selection
- Asymptotic Statistics
- Counting probability distributions: Differential geometry and model selection
- Model Selection and Multimodel Inference
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Science from Fisher Information
- Fisher information and stochastic complexity
- The Wald test and Crame/spl acute/r-Rao bound for misspecified models in electromagnetic source analysis
- A characterization of limiting distributions of regular estimates
- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- Minimax theory for a class of nonlinear statistical inverse problems
- Statistical Decision Functions
- An invariant form for the prior probability in estimation problems
- Maximum Likelihood Estimation of Misspecified Models
- A new look at the statistical model identification