Title :
Analysis of data-based methods for approximating fisher information in the scalar case
Author_Institution :
Dept. of Appl. Math. & Stat., Johns Hopkins Univ., Baltimore, MD, USA
Abstract :
The Fisher information matrix (FIM) has long been of interest in applied mathematics and statistics for its various uses. Its scalar case, the Fisher information number (FIN), is also widely used. However, in many cases it is challenging to obtain the true value for the Fisher information so we need to use approximations. In this paper, we compare the accuracy of two major approximation methods for FIN and provide numerical results as illustrations to our analysis.
Keywords :
matrix algebra; statistics; FIM; FIN; Fisher information matrix; Fisher information number; applied mathematics; data-based methods; scalar case; statistics; Accuracy; Approximation methods; Density functional theory; Random variables; Reactive power; Taylor series; Central Limit Theorem; Fisher information; Taylor expansion;
Conference_Titel :
Information Sciences and Systems (CISS), 2015 49th Annual Conference on
Conference_Location :
Baltimore, MD
DOI :
10.1109/CISS.2015.7086862
