The Fisher Information
The machine learning consultancy: https://truetheta.io
Join my email list to get educational and useful articles (and nothing else!): https://mailchi.mp/truetheta/true-the...
Want to work together? See here: https://truetheta.io/about/#want-to-w...
Article on the topic: https://truetheta.io/concepts/machine...
The Fisher Information quantifies how well an observation of a random variable locates a parameter value. It's an essential tool for measure parameter uncertainty, a problem that repeats itself throughout machine learning and statistics. In this video, I explain the Fisher Information rigorously and visually, starting in the one dimensional case and ending in the general case.
SOCIAL MEDIA
LinkedIn : / dj-rich-90b91753
Twitter : / duanejrich
Enjoy learning this way? Want me to make more videos? Consider supporting me on Patreon: / mutualinformation
Sources and Learning More
[1] provides a complete and deep explanation of the Fisher Information. It's captures the abstract/general perspective while making the idea concrete with examples. As is typically the case, the wikipedia article [2] was helpful. Also, section 8.2.2 of [3] explains the use of a theorem on the asymptotic normality of the MLE via the Fisher Information, which I didn't cover here, but certainly informed how I think it connects to parameter uncertainty.
[1] Ly A., Marsman M., Verhagen J., Grasman R., Wagermarkers E.J., (2017), A Tutorial on the Fisher Information, Department of Psychological Methods, University of Amsterdam, The Netherlands
[2] Fisher information, Wikipedia, https://en.wikipedia.org/wiki/Fisher_...
[3] Hastie, T., Tibshirani, R., & Friedman, J. H. (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. 2nd ed. New York: Springer.
Watch video The Fisher Information online without registration, duration hours minute second in high quality. This video was added by user Mutual Information 04 May 2021, don't forget to share it with your friends and acquaintances, it has been viewed on our site 72,586 once and liked it 2.5 thousand people.