An efficient calculation of Fisher information matrix: Monte Carlo approach using prior information.
Sonjoy DasJames C. SpallRoger G. GhanemPublished in: CDC (2007)
Keyphrases
- monte carlo
- prior information
- fisher information
- matrix inversion
- bayesian inference
- positive definite
- prior knowledge
- noise level
- markov chain
- probability density function
- euclidean space
- hyperparameters
- geodesic distance
- multidimensional scaling
- particle filter
- prior model
- exponential family
- prior distribution
- free energy
- feature space
- projective transformations
- feature selection
- bayesian framework
- missing values