Efficient Monte Carlo computation of Fisher information matrix using prior information
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Publication:962252
DOI10.1016/J.CSDA.2009.09.018zbMATH Open1464.62052OpenAlexW1990136720MaRDI QIDQ962252FDOQ962252
Authors: Sonjoy Das, James C. Spall, R. G. Ghanem 
Publication date: 6 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.018
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Cites Work
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- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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- Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- On the resultant property of the Fisher information matrix of a vector ARMA process
- 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
- Prediction Intervals for Artificial Neural Networks
- An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models
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- Principal whitened gradient for information geometry
Cited In (3)
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network
- Computing and estimating information matrices of weak ARMA models
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