Efficient Monte Carlo computation of Fisher information matrix using prior information
From MaRDI portal
Publication:962252
Recommendations
- Computation of the Fisher information matrix for time series models
- scientific article; zbMATH DE number 1917657
- On computing the expected Fisher information matrix for state-space model parameters
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- scientific article; zbMATH DE number 1293584
Cites work
- scientific article; zbMATH DE number 3626409 (Why is no real title available?)
- scientific article; zbMATH DE number 1010456 (Why is no real title available?)
- Adaptive stochastic approximation by the simultaneous perturbation method
- An alternative inverse Gaussian distribution
- An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models
- An invariant form for the prior probability in estimation problems
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
- CramÉr–Rao Bounds for Multiple Poles and Coefficients of Quasi-Polynomials in Colored Noise
- Elements of Information Theory
- Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
- Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
- Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
- Introduction to Stochastic Search and Optimization
- Linear Statistical Inference and its Applications
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- On the resultant property of the Fisher information matrix of a vector ARMA process
- Prediction Intervals for Artificial Neural Networks
- Principal whitened gradient for information geometry
Cited in
(4)- Fisher information matrix for generalized Poisson regression: evaluation of the log-likelihood function
- A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- Computing and estimating information matrices of weak ARMA models
This page was built for publication: Efficient Monte Carlo computation of Fisher information matrix using prior information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962252)
