mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random...
50 KB (7,564 words) - 04:10, 9 July 2024
In information geometry, the Fisher information metric is a particular Riemannian metric which can be defined on a smooth statistical manifold, i.e., a...
26 KB (4,698 words) - 14:56, 24 July 2024
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...
23 KB (3,780 words) - 10:30, 14 May 2024
In information theory, the principle of minimum Fisher information (MFI) is a variational principle which, when applied with the proper constraints needed...
10 KB (1,280 words) - 00:54, 1 July 2024
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...
243 KB (40,380 words) - 08:10, 19 June 2024
Sir Ronald Aylmer Fisher FRS (17 February 1890 – 29 July 1962) was a British polymath who was active as a mathematician, statistician, biologist, geneticist...
83 KB (8,802 words) - 15:38, 23 July 2024
In statistics, the observed information, or observed Fisher information, is the negative of the second derivative (the Hessian matrix) of the "log-likelihood"...
6 KB (842 words) - 14:40, 1 November 2023
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...
72 KB (12,414 words) - 21:33, 10 July 2024
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...
4 KB (453 words) - 11:43, 20 September 2023
of Information Review by Luciano Floridi for the Stanford Encyclopedia of Philosophy Principia Cybernetica entry on negentropy Fisher Information, a New...
43 KB (5,066 words) - 16:36, 22 July 2024
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...
27 KB (4,434 words) - 07:07, 15 May 2024
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...
66 KB (9,626 words) - 01:12, 8 July 2024
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...
8 KB (832 words) - 15:07, 13 July 2024
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...
138 KB (19,175 words) - 23:45, 21 July 2024
Estimation theory Fisher information Information algebra Information asymmetry Information field theory Information geometry Information theory and measure...
55 KB (7,203 words) - 04:40, 25 July 2024
In statistical classification, the Fisher kernel, named after Ronald Fisher, is a function that measures the similarity of two objects on the basis of...
5 KB (643 words) - 10:41, 24 April 2024
inequality Fisher information Graph entropy Hamming distance History of entropy History of information theory Information fluctuation complexity Information geometry...
69 KB (9,894 words) - 10:43, 14 July 2024
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...
15 KB (2,541 words) - 18:05, 25 March 2024
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)...
64 KB (8,534 words) - 19:57, 20 July 2024
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...
17 KB (2,566 words) - 20:42, 18 July 2024
Roger (2010). "Efficient Monte Carlo computation of Fisher information matrix using prior information". Computational Statistics & Data Analysis. 54 (2):...
85 KB (9,795 words) - 10:52, 21 June 2024
business, or government entity Fisher information, in statistics Help desk, an information service point Information wants to be free, an expression...
3 KB (329 words) - 18:32, 29 April 2024
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...
3 KB (512 words) - 21:01, 1 February 2024
applying local quadratic approximation to the likelihood (through the Fisher information), the least-squares method may be used to fit a generalized linear...
38 KB (5,515 words) - 16:52, 16 June 2024
Noel Roeim Fisher (born March 13, 1984) is a Canadian actor. He is known for his portrayal of Mickey Milkovich on the Showtime series Shameless, as well...
16 KB (991 words) - 13:03, 24 July 2024
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...
4 KB (523 words) - 18:20, 29 November 2023
{\displaystyle t} is normal with a variance equal to the reciprocal of the Fisher information at the 'true' value of x {\displaystyle x} . The entropy of a normal...
43 KB (6,690 words) - 10:31, 24 April 2024
Jensen–Shannon divergence (redirect from Information radius)
related to the quantum JS divergence; it is the quantum analog of the Fisher information metric. The centroid C* of a finite set of probability distributions...
16 KB (2,299 words) - 06:02, 1 May 2024
Chentsov's theorem (category Information geometry)
In information geometry, Chentsov's theorem states that the Fisher information metric is, up to rescaling, the unique Riemannian metric on a statistical...
1 KB (142 words) - 07:57, 25 May 2024
Fisher's exact test is a statistical significance test used in the analysis of contingency tables. Although in practice it is employed when sample sizes...
29 KB (3,949 words) - 00:23, 9 July 2024