Fisher information in the design of computer simulation experiments

Abstract

The concept of Fisher information is conveniently used as a basis for designing efficient experiments. However, if the output stems from computer simulations they are often approximated as realizations of correlated random fields. Consequently, the conditions under which Fisher information may be suitable must be restated. In the paper we intend to give some simple but illuminating examples for these cases. © 2008 IOP Publishing Ltd.