In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an...
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The quantum Fisher information is a central quantity in quantum metrology and is the quantum analogue of the classical Fisher information. It is one of...
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In information geometry, the Fisher information metric is a particular Riemannian metric which can be defined on a smooth statistical manifold, i.e., a...
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In information theory, the principle of minimum Fisher information (MFI) is a variational principle which, when applied with the proper constraints needed...
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Sir Ronald Aylmer Fisher FRS (17 February 1890 – 29 July 1962) was a British polymath who was active as a mathematician, statistician, biologist, geneticist...
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In statistics, the observed information, or observed Fisher information, is the negative of the second derivative (the Hessian matrix) of the "log-likelihood"...
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Beta distribution (section Fisher information matrix)
quadratic terms. The word information, in the context of Fisher information, refers to information about the parameters. Information such as: estimation, sufficiency...
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{\displaystyle p=1} , where one outcome is certain. Fisher information measures the amount of information that an observable random variable X {\displaystyle...
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reflecting greater uncertainty as success becomes rarer. Fisher information measures the amount of information that an observable random variable X {\displaystyle...
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fluctuations." Finally, the information loss may be shown to be an extreme value. Thus if the observed level of Fisher information in the data has value I...
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of Information Review by Luciano Floridi for the Stanford Encyclopedia of Philosophy Principia Cybernetica entry on negentropy Fisher Information, a New...
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Kullback–Leibler divergence (redirect from Information gain)
its Hessian, gives a metric tensor that equals the Fisher information metric; see § Fisher information metric. Relative entropy satisfies a generalized...
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In statistical classification, the Fisher kernel, named after Ronald Fisher, is a function that measures the similarity of two objects on the basis of...
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Exponential distribution (section Fisher information)
Inv-Gamma ( n , λ ) {\textstyle {\mbox{Inv-Gamma}}(n,\lambda )} . The Fisher information, denoted I ( λ ) {\displaystyle {\mathcal {I}}(\lambda )} , for an...
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any unbiased estimator is at most the Fisher information; or (equivalently) the reciprocal of the Fisher information is a lower bound on its variance. An...
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Maximum likelihood estimation (redirect from Full information maximum likelihood)
depends on the expected value of the Fisher information matrix, which is provided by a theorem proven by Fisher. Wilks continued to improve on the generality...
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Q [ ϱ , B ] {\displaystyle F_{Q}[\varrho ,B]} denotes the quantum Fisher information and the density matrix is decomposed to pure states as ϱ = ∑ k p k...
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Estimation theory Fisher information Information algebra Information asymmetry Information field theory Information geometry Information theory and measure...
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distributions. Historically, information geometry can be traced back to the work of C. R. Rao, who was the first to treat the Fisher matrix as a Riemannian...
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inequality Fisher information Graph entropy Hamming distance History of entropy History of information theory Information fluctuation complexity Information geometry...
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Bures metric (category Quantum information science)
operators defining quantum states. It is a quantum generalization of the Fisher information metric, and is identical to the Fubini–Study metric when restricted...
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function is proportional to the square root of the determinant of the Fisher information matrix: p ( θ ) ∝ | I ( θ ) | 1 / 2 . {\displaystyle p\left(\theta...
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function serves as a point estimate for the unknown parameter, while the Fisher information (often approximated by the likelihood's Hessian matrix at the maximum)...
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Fisher & Fisher was an architectural firm based in Denver, Colorado named for partners William Ellsworth Fisher (1871–1937) and Arthur Addison Fisher...
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Scoring algorithm (redirect from Fisher scoring)
as Fisher's scoring, is a form of Newton's method used in statistics to solve maximum likelihood equations numerically, named after Ronald Fisher. Let...
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applying local quadratic approximation to the likelihood (through the Fisher information), the least-squares method may be used to fit a generalized linear...
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Roger (2010). "Efficient Monte Carlo computation of Fisher information matrix using prior information". Computational Statistics & Data Analysis. 54 (2):...
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Statistical manifold (category Information theory)
Statistical manifolds provide a setting for the field of information geometry. The Fisher information metric provides a metric on these manifolds. Following...
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business, or government entity Fisher information, in statistics Help desk, an information service point Information wants to be free, an expression...
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Ancillary statistic (redirect from Ancillary information)
sufficient for θ {\displaystyle \theta } (since its Fisher information is 1, whereas the Fisher information of the complete statistic X ¯ {\displaystyle {\overline...
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