New answers tagged fisher-information
0
votes
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 ...
- 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 ...
- 71.8k
3
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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 ...
- 498
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