Efficient Monte Carlo computation of Fisher information matrix using prior information.

Sonjoy Das James C. Spall Roger G. Ghanem

Published in: PerMIS (2007)

Keyphrases

monte carlo
prior information
fisher information
matrix inversion
prior knowledge
markov chain
positive definite
bayesian inference
particle filter
hyperparameters
least squares
euclidean space
high dimensional
prior model