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

Shenghan Guo

doi:10.1109/CISS.2015.7086862

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

Shenghan Guo

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Scopus citations

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.

Original language	English (US)
Title of host publication	2015 49th Annual Conference on Information Sciences and Systems, CISS 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781479984282
DOIs	https://doi.org/10.1109/CISS.2015.7086862
State	Published - Apr 15 2015
Externally published	Yes
Event	2015 49th Annual Conference on Information Sciences and Systems, CISS 2015 - Baltimore, United States Duration: Mar 18 2015 → Mar 20 2015

Publication series

Name	2015 49th Annual Conference on Information Sciences and Systems, CISS 2015

Conference

Conference	2015 49th Annual Conference on Information Sciences and Systems, CISS 2015
Country/Territory	United States
City	Baltimore
Period	3/18/15 → 3/20/15

Keywords

Central Limit Theorem
Fisher information
Taylor expansion

ASJC Scopus subject areas

Information Systems

Access to Document

10.1109/CISS.2015.7086862

Cite this

Guo, S. (2015). Analysis of data-based methods for approximating fisher information in the scalar case. In 2015 49th Annual Conference on Information Sciences and Systems, CISS 2015 Article 7086862 (2015 49th Annual Conference on Information Sciences and Systems, CISS 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CISS.2015.7086862

Analysis of data-based methods for approximating fisher information in the scalar case. / Guo, Shenghan.
2015 49th Annual Conference on Information Sciences and Systems, CISS 2015. Institute of Electrical and Electronics Engineers Inc., 2015. 7086862 (2015 49th Annual Conference on Information Sciences and Systems, CISS 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Guo, S 2015, Analysis of data-based methods for approximating fisher information in the scalar case. in 2015 49th Annual Conference on Information Sciences and Systems, CISS 2015., 7086862, 2015 49th Annual Conference on Information Sciences and Systems, CISS 2015, Institute of Electrical and Electronics Engineers Inc., 2015 49th Annual Conference on Information Sciences and Systems, CISS 2015, Baltimore, United States, 3/18/15. https://doi.org/10.1109/CISS.2015.7086862

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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.",

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AB - 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.

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

Abstract

Publication series

Conference

Keywords

ASJC Scopus subject areas

Access to Document

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