On the loss of Fisher information in some multi-object tracking observation models
Statistics Theory
2018-03-28 v1 Statistics Theory
Abstract
The concept of Fisher information can be useful even in cases where the probability distributions of interest are not absolutely continuous with respect to the natural reference measure on the underlying space. Practical examples where this extension is useful are provided in the context of multi-object tracking statistical models. Upon defining the Fisher information without introducing a reference measure, we provide remarkably concise proofs of the loss of Fisher information in some widely used multi-object tracking observation models.
Keywords
Cite
@article{arxiv.1803.09496,
title = {On the loss of Fisher information in some multi-object tracking observation models},
author = {Jeremie Houssineau and Ajay Jasra and Sumeetpal S. Singh},
journal= {arXiv preprint arXiv:1803.09496},
year = {2018}
}