Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings
Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings
The Fisher information matrix summarizes the amount of information in the data relative to the quantities of interest. There are many applications of the information matrix in modeling, systems analysis, and estimation, including confidence region calculation, input design, prediction bounds, and ānoninformativeā priors for Bayesian analysis. This article reviews some ā¦