Non-Parametric Fisher Information (NPFI)
This software package implements an algorithm to compute the Fisher Information matrix from non-parametric estimates of the underlying Probability Density Functions using a finite-difference scheme.
| Source: | https://github.com/omrihar/1_npfi |
| Reference: | O. Har-Shemesh, R. Quax, B. Miñano, A.G. Hoekstra, P.M.A. Sloot, Nonparametric estimation of Fisher information from real data, Phys. Rev. E 93, 023301 (2016) arxiv:1507.00964 [stat.CO] |