Probability Density Functions from the Fisher Information Metric
From MaRDI portal
Abstract: We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density functions for an arbitrary Riemannian Fisher information metric tensor. We note further that this construction is extremely unconstrained, depending only on certain continuity properties of the probability density functions and a select symmetry of their domains.
This page was built for publication: Probability Density Functions from the Fisher Information Metric
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6260806)
