4 citations · 5 across the 3 of their papers we have counts for
3 papers
stat.CO2014
Demonstration of Enhanced Monte Carlo Computation of the Fisher Information for Complex Problems
Xumeng Cao
The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in…
stat.ME2014★ 1 cited
Non-Bernoulli Perturbation Distributions for Small Samples in Simultaneous Perturbation Stochastic Approximation
Xumeng Cao
Simultaneous perturbation stochastic approximation (SPSA) has proven to be efficient for recursive optimization. SPSA uses a centered difference approximation to the gradient based…
math.ST2013★ 4 cited
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Xumeng Cao
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the cova…