Montecarlo Sampling Question
simomagi opened this issue · comments
Looking at the implementation of the Monte Carlo Sampling for computing the Fisher Information I see that the sampled probabilities are divided by the square root of the number of trials. Is there a specific reason for this? Why not simply dividing by the number of trials?
Hi, if you look at the formula:
In order to get a 1/n on the left hand side, you need to factorize by 1/sqrt(n) in the parenthesis on the right hand side