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- W4382465380 abstract "The eigenvalues and eigenvectors of the Fisher information matrix (FIM) can reveal the most and least sensitive directions of a system and it has wide application across science and engineering. We present a symplectic variant of the eigenvalue decomposition for the FIM and extract the sensitivity information with respect to two-parameter conjugate pairs. The symplectic approach decomposes the FIM onto an even-dimensional symplectic basis. This symplectic structure can reveal additional sensitivity information between two-parameter pairs, otherwise concealed in the orthogonal basis from the standard eigenvalue decomposition. The proposed sensitivity approach can be applied to naturally paired two-parameter distribution parameters, or decision-oriented pairing via re-grouping or re-parameterization of the FIM. It can be utilised in tandem with the standard eigenvalue decomposition and offer additional insight into the sensitivity analysis at negligible extra cost." @default.
- W4382465380 created "2023-06-29" @default.
- W4382465380 creator A5039566681 @default.
- W4382465380 date "2023-06-27" @default.
- W4382465380 modified "2023-09-25" @default.
- W4382465380 title "Decision-Oriented Two-Parameter Fisher Information Sensitivity Using Symplectic Decomposition" @default.
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- W4382465380 doi "https://doi.org/10.1080/00401706.2023.2216251" @default.
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