Monte Carlo-based computation of the Fisher information matrix in nonstandard settings.
James C. SpallPublished in: ACC (2003)
Keyphrases
- monte carlo
- fisher information
- matrix inversion
- positive definite
- markov chain
- probability density function
- euclidean space
- free energy
- monte carlo tree search
- geodesic distance
- noise level
- exponential family
- estimation error
- markov chain monte carlo
- kullback leibler divergence
- vector space
- particle filter
- upper bound