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Efficient Monte Carlo computation of Fisher information matrix using prior information.
Sonjoy Das
James C. Spall
Roger G. Ghanem
Published in:
Comput. Stat. Data Anal. (2010)
Keyphrases
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monte carlo
prior information
fisher information
matrix inversion
prior knowledge
bayesian inference
particle filter
hyperparameters
markov chain
positive definite
euclidean space
probability density function
noise level
estimation error
prior distribution
optical flow
data sets