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How (or can) you formulate the Fisher information matrix in terms of a loss function, specifically cross-entropy loss?

The definition of the paper you refer to is I think the answer to your question comes from the definition of $L(x,y;\mathbb{1})$. To me, this looks like the loss over a single example for which only ...
Kostis's user avatar
  • 101
5 votes

What is the information in an exact p-value?

The Fisher information matrix* is defined as the variance of the score $$I(\theta) = E\left[\left(\frac{d}{d\theta} \log f(X|\theta)\right)^2\right]$$ where $\theta$ is the parameter value of a ...
Sextus Empiricus's user avatar
3 votes

What is the information in an exact p-value?

Michael Lew's answer(s) are exactly right, and I believe I can enhance them by describing the insight that finally allowed me to see that. A valid test statistic is an ancillary statistic, meaning its ...
virtuolie's user avatar
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