Fisher information: Nonlinear Function
Created:
Modified:

Fisher information

This page is from my personal notes, and has not been specifically reviewed for public consumption. It might be incomplete, wrong, outdated, or stupid. Caveat lector.
Links to this note

score function

The score function is the gradient of a log-density with respect to its parameters: It is the direction that we would move the parameters…

Cramer-Rao bound

Related to [ natural gradient ] and the [ Fisher information ] matrix. Let's say we have a parametric model of some data. The Cramer-Rao…

Meta