Questions tagged [asymptotic-covariance]

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Variance of evidence lower bound(ELBO) loss function

When using Bayesian optimisation in a neural network our loss function is equal to: Here the first term is the KL divergence between the approximate and true posteriors. The second term is the ...
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Asymptotic covariance matrix of the maximum likelihood estimator of the parameters of a multivariate normal distribution

I would like to know how to derive the asymptotic covariance matrix of the maximum likelihood estimator of the two parameters (mean vector and covariance matrix) of a multivariate normal distribution. ...