O JMX é uma interface que pode fornecer uma ampla gama de ações em que uma delas está reunindo métricas de PMI do PerfMBean
O Oracle define o JMX da seguinte forma:
To make it short, JMX is a technology that lets you implement management interfaces for Java applications.
A management interface, as defined by JMX, is composed of named objects - called MBeans (Management Beans). MBeans are registered with a name (an ObjectName) in an MBeanServer. To manage (a) resource(s) in your application, you will write an MBean that defines its management interface, and then register that MBean in your MBeanServer.