University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Improved conditional approximations of the population Fisher information matrix

Improved conditional approximations of the population Fisher information matrix

Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani .

Design and Analysis of Experiments

We present an extended approximation of the Fisher Information Matrix (FIM) for nonlinear mixed effects models based on a first order conditional (FOCE) approximation of the population likelihood. Unlike previous FOCE based FIM , we use the empirical Bayes estimates to derive the FIM . In several examples, compared to the old FOCE based FIM , the improved FIM predicts parameter uncertainty much closer to simulation based empirical parameter uncertainty. Furthermore, this approach seems more robust against other approximations of the FIM , i.e. (Full/Reduced FIM ). Finally, the new FOCE derived FIM is slightly closer to the simulated empirical precision than the FO based FIM .

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity