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Fisher information

In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.

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Overview

Definition

Examples

Matrix form

Properties

Applications

Relation to relative entropy

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Map overview Semantic statistics

Fisher information

Nodes134
Edges133
Triples219
Avg. degree1.99
Density0.014925
Components1

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Fisher information

Top relations

related to References · 93
Fisher information → Accuracy Attainable, Annals, Asymptotic Methods, Bibcode, Breakthroughs, Cambridge Univ, Casella, Contd, Cramér, Date, Dec, Detection, Edgeworth, Efficiency, Estimation, Fisher, Francis Ysidro Edgeworth, Frequency-Constants, Frieden, Gatenby
related to history · 9
Fisher information → Edgeworth, Filon, Fisher, For, In, Pearson, Savage, The Fisher, There
related to Isoperimetric inequality · 9
Fisher information → Fisher, Gaussian, Minkowski, Of, Steiner, The, The Fisher, Then, This
related to Matrix form · 9
Fisher information → FIM, Fisher, If, N-dimensional, Riemannian, The, The FIM, This, When
related to Estimate θ from X ~ Bern (√θ) · 8
Fisher information → As, Bern, Bigg, Fisher, More, Our, The Fisher, This
related to f-divergence · 8
Fisher information → Fisher, Given, In, Reparameterization, Riemannian, That, Then, Theta
related to Informal derivation of the Cramér–Rao bound · 8
Fisher information → Cramér, Fisher, Frieden, Informally, Mathematically, Rao, The Cramér, Van Trees
related to Definition · 7
Fisher information → Formally, If, It, Let, The Fisher, This, Under
related to Relation to relative entropy · 7
Fisher information → Fisher, Kullback, Leibler, Now, The, Then, Theta
related to Singular statistical model · 7
Fisher information → Bayesian, Boltzmann, Examples, Fisher, If, In, Markov

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Important terminology

information fisher displaystyle matrix theta statistics statistical parameter distribution likelihood variance parameters entropy isbn random used function variable doi value

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Fisher informationis away of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X0.90text
Fisher informationis away of measuring the amount of information that an observable random variable X0.90text
Fisher informationis alower bound on the variance of any unbiased estimator of θ0.90text
Fisher informationis areciprocal of the variance of the mean number of successes in n Bernoulli trials0.90text
elastic weight consolidationinstance ofIn particular the role of correlations in the noise of the neural responses has been studied.EpidemiologyFisher information was used to study how informative different data sour…0.80text
which reduces catastrophic forgetting in artificial neural networks.Fisher information can be used as an alternative to the Hessian of the loss function in second-order gradient descent network training.Color discriminationUsing a Fisher information metricinstance ofIn particular the role of correlations in the noise of the neural responses has been studied.EpidemiologyFisher information was used to study how informative different data sour…0.80text
da Fonseca et al. investigated the degree to which MacAdam ellipsesinstance ofIn particular the role of correlations in the noise of the neural responses has been studied.EpidemiologyFisher information was used to study how informative different data sour…0.80text
elastic weight consolidationinstance ofMachine learningThe Fisher information is used in machine learning techniques0.80text
which reduces catastrophic forgetting in artificial neural networks.Fisher information can be used as an alternative to the Hessian of the loss function in second-order gradient descent network traininginstance ofMachine learningThe Fisher information is used in machine learning techniques0.80text
Fisher informationrelated to Chain ruleSimilar0.60section
Fisher informationrelated to Chain ruleFisher0.60section
Fisher informationrelated to Chain ruleIn0.60section

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