Warped metrics for location-scale models

DOI10.1007/978-3-319-68445-1_73zbMATH Open1428.58009arXiv1702.07118OpenAlexW2742403206MaRDI QIDQ1689205FDOQ1689205

Authors: Salem Said, Yannick Berthoumieu 

Publication date: 12 January 2018

Abstract: This paper argues that a class of Riemannian metrics, called warped metrics, plays a fundamental role in statistical problems involving location-scale models. The paper reports three new results : i) the Rao-Fisher metric of any location-scale model is a warped metric, provided that this model satisfies a natural invariance condition, ii) the analytic expression of the sectional curvature of this metric, iii) the exact analytic solution of the geodesic equation of this metric. The paper applies these new results to several examples of interest, where it shows that warped metrics turn location-scale models into complete Riemannian manifolds of negative sectional curvature. This is a very suitable situation for developing algorithms which solve problems of classification and on-line estimation. Thus, by revealing the connection between warped metrics and location-scale models, the present paper paves the way to the introduction of new efficient statistical algorithms.

Full work available at URL: https://arxiv.org/abs/1702.07118

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zbMATH Keywords

location-scale modelsectional curvaturegeodesic equationRao-Fisher metricwarped metric

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric inference (62F99) Measures of information, entropy (94A17) Manifolds of metrics (especially Riemannian) (58D17)

Cited In (3)

• Warped Riemannian metrics for location-scale models
• Title not available (Why is that?)
• Landmark-Warped Emulators for Models with Misaligned Functional Response

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