A distance between multivariate normal distributions based in an embedding into the Siegel group (Q2640280): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 07:57, 5 March 2024

scientific article
Language Label Description Also known as
English
A distance between multivariate normal distributions based in an embedding into the Siegel group
scientific article

    Statements

    A distance between multivariate normal distributions based in an embedding into the Siegel group (English)
    0 references
    0 references
    0 references
    1990
    0 references
    The authors define an embedding of the manifold of multivariate normal densities with the informative geometry into the manifold of positive definite matrices with the Siegel metric. In this way they obtain a lower bound for the Rao distance. They give applications to hypotheses testing and data analysis based on this new distance.
    0 references
    information metric
    0 references
    Siegel geometry
    0 references
    geodesic distance
    0 references
    probabilistic models
    0 references
    embedding
    0 references
    manifold of multivariate normal densities
    0 references
    informative geometry
    0 references
    manifold of positive definite matrices
    0 references
    Siegel metric
    0 references
    lower bound for the Rao distance
    0 references
    hypotheses testing
    0 references
    data analysis
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references