Invariant metric under deformed Markov embeddings with overlapped supports (Q2038595)

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scientific article; zbMATH DE number 7369066
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    Invariant metric under deformed Markov embeddings with overlapped supports
    scientific article; zbMATH DE number 7369066

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      Invariant metric under deformed Markov embeddings with overlapped supports (English)
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      7 July 2021
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      The present paper investigates the geometry on finite sample spaces. By \textit{N. N. Chentsov}'s theorem [Statistical decision rules and optimal inference. Transl. from the Russian by the Israel Program for Scientific Translations; ed. by Lev J. Leifman. Providence, RI: American Mathematical Society (AMS) (1982; Zbl 0484.62008)] there exists a unique family of invariant symmetric \((0,2)\)-tensor fields on the space of positive probability measures on a set of \(n\) points indexed by \(n\in\mathbb{N}\) under Markov embeddings. The authors deform Markov embeddings keeping sufficiency, and prove existence and uniqueness of invariant families under the embeddings.
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      information geometry
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      Fisher metric
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      Chentsov's theorem
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      Markov embedding
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