Fisher Information

Intermediate

Measures how much information an observable random variable carries about unknown parameters.

Full Definition

Measures how much information an observable random variable carries about unknown parameters.

Keywords

parameter sensitivity

Domains

AI Economics & Strategy

Related Terms

Maximum Likelihood Estimation related to

Estimating parameters by maximizing likelihood of observed data.

 Bayesian Inference related to

Updating beliefs about parameters using observed evidence and prior distributions.

 MAP Estimation related to

Bayesian parameter estimation using the mode of the posterior distribution.

 Convex Optimization related to

Optimization problems where any local minimum is global.

 Entropy related to

A measure of randomness or uncertainty in a probability distribution.

 Cross-Entropy related to

Measures divergence between true and predicted probability distributions.

 KL Divergence related to

Measures how one probability distribution diverges from another.

 Mutual Information related to

Quantifies shared information between random variables.

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