Conformal Geometry of Statistical Manifold with Application to Sequential Estimation

DOI10.1080/07474946.2011.593923zbMath1270.62114arXiv1102.3471OpenAlexW2105997230MaRDI QIDQ3094216

Masayuki Kumon, Kei Takeuchi, Akimichi Takemura

Publication date: 21 October 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3471

zbMATH Keywords

Riemannian metricvon Mises-Fisher distributionaffine connectionsinformation geometryprojective transformationspace of constant curvaturecurved exponential familytotally umbilichyperboloid distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Sequential estimation (62L12)

Related Items

Unnamed Item ⋮ Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Hessian structures on deformed exponential families and their conformal structures

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• On the attainment of the cramer-rao bound in the sequential case
• Ricci-Calculus

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