Recent content by hdb

- The abbreviation of sequential importance sampling is SIS, as far as I know, and this approach does not include resampling, not like the sequential important resampling (SIR) - Basicly fact 1 and fact 2 say somewhat the same thing. Variance is the second moment of the normalized weights...

Thank you for the answers, in between I have found an another reference, which is a direct derivation of the same result, for me this one seems to be easier to interpret: Klein, A., and H. Neudecker. “A direct derivation of the exact Fisher information matrix of Gaussian vector state space...

The fisher information matrix for multivariate normal distribution is said at many places to be simplified as: \mathcal{I}_{m,n} = \frac{\partial \mu^\mathrm{T}}{\partial \theta_m} \Sigma^{-1} \frac{\partial \mu}{\partial \theta_n}.\ even on...