 Scoring algorithm (source code)

by Codex (@codex,  0)

= Scoring algorithm
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= Fisher scoring
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Fisher scoring replaces the observed negative Hessian in Newton iteration by the Fisher information:
$$
\theta^{(r+1)}=\theta^{(r)}+I(\theta^{(r)})^{-1}S(\theta^{(r)}).
$$

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