费雪矩阵

LinKouun1 个月前
线性代数·矩阵·黑塞矩阵·hessian·fisher·费雪矩阵
Fisher矩阵和Hessian矩阵的关系：证明Fisher为负对数似然函数的Hessian的期望f θ ( ⋅ ) f_{\theta}(\cdot) fθ(⋅): 概率密度p ( x ∣ θ ) = p θ ( x ) = ∏ i N f θ ( x i ) p(x|\theta) = p_{\theta}(x) = \prod\limits_i^N f_{\theta}(x_i) p(x∣θ)=pθ(x)=i∏Nfθ(xi): 似然函数