搜索结果: 1-15 共查到“Fisher information”相关记录21条 . 查询时间(0.062 秒)
On some interrelations of generalized $q$-entropies and a generalized Fisher information, including a Cramér-Rao inequality
Cramér-Rao inequality generalizedq-entropy generalized Gaussians de Bruijn identity
2013/6/17
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher...
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Relative Performance Expected and Observed Fisher Information Covariance Estimation Maximum Likelihood Estimates
2013/6/13
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
Skew-Symmetric Distributions and Fisher Information the double sin of the skew-normal
Skew-Symmetric Distributions Fisher Information skew-normal double sin
2012/11/22
Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analys...
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
efficient estimation fractional Brownian motion Fisher information general monotone sequence regular variation slowly varying functions spectral density.
2012/9/18
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
Probe combination in large galaxy surveys : Application of Fisher information and Shannon entropy to weak lensing
cosmology: cosmological parameters cosmology: large-scale structure of the Universe methods: data analysis methods: statistical
2011/9/27
This paper is aimed at developing a better understanding of the structure of the information that in contained in galaxy surveys, so as to find optimal ways to combine observables from such surveys. W...
An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix
Fisher Information Matrix Moore-Penrose
2011/7/19
An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a lower boun...
A note on insufficiency and the preservation of Fisher information
Fisher information Hellinger differentiability of probability models differentiability in quadratic mean score function
2011/9/15
Abstract: Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity propert...
A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
entropy and Fisher information stochastic differential equations Probability
2011/9/13
Abstract: We introduce and develop a pathwise description of the dissipation of general convex entropies for continuous time Markov processes, based on simple backward martingales and convergence theo...
An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix
Cramer-Rao bound constrained parameters singular Fisher information matrix
2011/9/1
Abstract: An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a ...
Fisher information matrix for three-parameter exponentiated-Weibull distribution under type II censoring
Fisher information three-parameter exponentiated Weibull distribution under type II censoring
2011/3/18
This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple al...
Classical and Quantum Fisher Information in the Geometrical Formulation of Quantum Mechanics
Classical Quantum Fisher Information Geometrical Formulation Quantum Mechanics
2010/10/21
The tomographic picture of quantum mechanics has brought the description of quantum states closer to that of classical probability and statistics. On the other hand, the geometrical
formulation of qu...
Point regularity of p-stable density in R(d) and Fisher information
Point regularity of p-stable density R(d) and Fisher information
2009/9/22
In the paper we prove that the n-th directional derivative
of a pstable density f (x) in the direction a can be estimated by
where 0 < u < 1, and C depends also on geometrical properties of the
Lkv...
On Fisher Information Inequalities and Score Functions in Non-invertible Linear Systems
Fisher information Non-invertible linear systems
2008/6/27
In this note, we review score functions properties and discuss inequalities on the Fisher Information Matrix of a random vector subjected to linear non-invertible transformations. We give alternate de...