This isn't at introductory level, but try exploring the ideas around Fisher information -- it basically ties together information theory and some important statistical concepts.

Fisher Information is hugely important in that it lets you go from just treating a family of distributions as a collection of things to treating them as a space with its own meaningful geometry. The wikipedia page doesn't really convey it but this write-up by Roger Grosse does. This has been known for decades but the inferential distance to what folks like Amari and Barndorff-Nielsen write is vast.

Open thread, January 25- February 1

by NancyLebovitz 1 min read25th Jan 2014318 comments


If it's worth saying, but not worth its own post (even in Discussion), then it goes here.