Improved Monte Carlo Estimation of the Fisher Information Matrix with Independent Perturbations.

Xuan Wu James C. Spall

Published in: CISS (2021)

Keyphrases

monte carlo
fisher information
monte carlo simulation
information geometry
estimation error
positive definite
markov chain
matrix inversion
probability density function
noise level
euclidean space
free energy
covariance matrix
kullback leibler divergence
exponential family
semi parametric