Notes on the Limitations of the Empirical Fisher Approximation

Notes on the Limitations of the Empirical Fisher Approximation

This post is a short not on an excellent recent paper on empirical Fisher information matrices:Kunstner, Balles and Hennig (2019) Limitations of the Empirical Fisher ApproximationI was debating with myself whether I should write a post about this because it's a superbly written paper that you should probably read...

3 mentions: @fhuszar
Date: 2019/06/06 14:23

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