A distance between multivariate normal distributions based in an embedding into the Siegel group (Q2640280)
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scientific article; zbMATH DE number 4186899
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| English | A distance between multivariate normal distributions based in an embedding into the Siegel group |
scientific article; zbMATH DE number 4186899 |
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A distance between multivariate normal distributions based in an embedding into the Siegel group (English)
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1990
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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.
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information metric
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Siegel geometry
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geodesic distance
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probabilistic models
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embedding
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manifold of multivariate normal densities
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informative geometry
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manifold of positive definite matrices
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Siegel metric
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lower bound for the Rao distance
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hypotheses testing
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data analysis
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0.8718893527984619
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0.816550076007843
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