Questions tagged [fisher-information]

Let $X, Y$ be two independent random vectors in $\mathbb{R}^d$. In the paper [1, see ineq. (11)], the following convolution inequality is proven for the Fisher information: $$ I(X + Y) \preceq \Big(I(...

I am interested in a canonical information geometry on spaces of probability distributions containing distributions with different parameter spaces. Let me give some context and practical motivation ...

I'm doing some research into the Cramer-Rao bound for time of arrival localization and have come across a rather strange result: the FIM is singular, but there exists an unbiased estimator. My ...