Uniqueness of the Fisher-Rao metric on the space of smooth densities (Q2812004)

The space \(\mathrm{Prob}(M)\) of positive probability densities on a smooth, compact manifold \(M\) admits a Riemannian metric known as the Fisher-Rao metric. This metric is of importance in the field of information geometry, in particular when restricted to finite-dimensional submanifolds of \(\mathrm{Prob}(M)\), so-called statistical manifolds. Here the metric has been termed ``Fisher's information metric'' by \textit{S.-i. Amari} in his book [Differential-geometrical methods in statistics. Lect. Notes Stat. 28. Berlin etc.: Springer-Verlag (1985; Zbl 0559.62001)].NEWLINENEWLINENEWLINEThe Fisher-Rao metric has the property that it is invariant under the action of the diffeomorphism group on \(M\). In this interesting paper, the authors prove that the Fisher-Rao metric is the unique metric with this property in the sense that every smooth weak Riemannian metric on \(\mathrm{Prob}(M)\) that is invariant under the action of the diffeomorphism group on \(M\) is a multiple of the Fisher-Rao metric.