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A note on insufficiency and the preservation of Fisher information
Fisher information Hellinger differentiability of probability models differentiability in quadratic mean score function
2011/9/15
Abstract: Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity propert...
A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
entropy and Fisher information stochastic differential equations Probability
2011/9/13
Abstract: We introduce and develop a pathwise description of the dissipation of general convex entropies for continuous time Markov processes, based on simple backward martingales and convergence theo...
On Fisher Information Inequalities and Score Functions in Non-invertible Linear Systems
Fisher information Non-invertible linear systems
2008/6/27
In this note, we review score functions properties and discuss inequalities on the Fisher Information Matrix of a random vector subjected to linear non-invertible transformations. We give alternate de...