Minimum Variance in Biased Estimation With Singular Fisher Information Matrix.
Enbin SongYunmin ZhuJie ZhouZhisheng YouPublished in: IEEE Trans. Signal Process. (2009)
Keyphrases
- fisher information
- minimum variance
- estimation error
- information geometry
- positive definite
- covariance matrix
- probability density function
- standard deviation
- euclidean space
- density estimation
- noise level
- exponential family
- kullback leibler divergence
- portfolio optimization
- semi parametric
- linear prediction
- multidimensional scaling
- maximum likelihood
- low rank
- image denoising