Efficient Monte Carlo computation of Fisher information matrix using prior information

Computational Statistics and Data Analysis

Volumn 54, Issue 2, 2010, Pages 272-289

  Das, Sonjoy ^a   Spall, James C ^b   Ghanem, Roger ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ANALYTICAL DETERMINATION; CONFIDENCE REGION; DATA VECTORS; HIGH-DIMENSIONAL; INPUT SELECTION; LOG-LIKELIHOOD FUNCTIONS; MATHEMATICAL MODELING; MODELING REQUIREMENTS; MONTE CARLO; MONTE CARLO SIMULATION; NON-LINEAR MODEL; PRIOR INFORMATION; RESAMPLING ALGORITHMS; STATISTICAL QUALITY; STOCHASTIC GRADIENT;

ALGORITHMS; COMPUTATIONAL EFFICIENCY; COMPUTER SIMULATION; ESTIMATION; INFORMATION USE; MONTE CARLO METHODS;

FISHER INFORMATION MATRIX;

EID: 70350568207     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.09.018     Document Type: Article

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