/published-202311-delattre-fim

Computing an empirical Fisher information matrix estimate in latent variable models through stochastic approximation

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Computing an empirical Fisher information matrix estimate in latent variable models through stochastic approximation

by

  • Maud Delattre (UniversitĂ© Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France)
  • Estelle Kuhn (UniversitĂ© Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France)

build status DOI:10.57750/r5gx-jk62 HTML PDF review 1 review 2 SWH Creative Commons License ISSN 2824-7795