Artificial intelligent assistant

The relationship between fisher information and EM algorithm? I wonder what is the relationship between fisher information and EM algorithm? When I read papers about EM algorithm, people sometimes discussed about fisher information, and there are algorithms which would combine fisher scoring method and EM algorithm together. However, I couldn't find materials clearly illustrate how fisher information is related to EM algorithm and what role it is playing ? Could anyone help me understand if there is any connection? Thanks.

They are connected via the Cramer-Rao lower bound. This gives the minimum possible variance of an unbiased estimator as the reciprocal of the Fisher information for $\theta$, $I(\theta)$.

Perhaps more usefully, the maximum likelihood estimator for $\theta$ converges in distribution to $N(\theta, 1/I(\theta))$. I.e., we can write:

$$\hat\theta_n \approx N\left(\theta,\frac{1}{I(\theta)}\right), \;\mbox{as}\; n\rightarrow\infty$$

where $\hat\theta_n$ is the maximum likelihood estimator of $\theta$ based on a random sample of size $n$.

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