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A Tutorial on Fisher Information
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In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity.
Forward citations
Cited by 3 Pith papers
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Information-Theoretic Black Hole Entropy I: Beyond the Area Law
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Quantum Fisher information of the Klein--Gordon, $\phi^4$, and Dirac vacua
Vacuum quantum Fisher information versus mass scales as m^{d-2} for free Klein–Gordon fields, diverges or shrinks under ϕ⁴ interactions, and is UV-divergent or zero for free Dirac fields depending on dimension.
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Quantum Estimation in QED Scattering
Spin and polarization states after electron-muon and Compton scattering encode information about the collision's momentum and angle, with quantum Fisher information providing the ultimate precision limits.
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