• DocumentCode
    702583
  • Title

    Analysis of data-based methods for approximating fisher information in the scalar case

  • Author

    Shenghan Guo

  • Author_Institution
    Dept. of Appl. Math. & Stat., Johns Hopkins Univ., Baltimore, MD, USA
  • fYear
    2015
  • fDate
    18-20 March 2015
  • Firstpage
    1
  • Lastpage
    5
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Sciences and Systems (CISS), 2015 49th Annual Conference on
  • Conference_Location
    Baltimore, MD
  • Type

    conf

  • DOI
    10.1109/CISS.2015.7086862
  • Filename
    7086862
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=702583