Cramer-Rao bounds and Monte Carlo calculation of the Fisher information matrix in difficult problems.

Published in: ACC (2004)

Keyphrases

fisher information
monte carlo
cramer rao
positive definite
probability density function
euclidean space
markov chain
noise level
free energy
multidimensional scaling
geodesic distance
kl divergence
markov chain monte carlo
exponential family
kullback leibler divergence
distance metric
particle filter