Fisher-Rao geometry of Dirichlet distributions

DOI10.1016/J.DIFGEO.2020.101702MaRDI QIDQ1995661zbMATH OpenOpenAlexWikidataFDO

Authors Alice Le Brigant, Stephen C. Preston, Stéphane Puechmorel

Publication date 24 February 2021

Published in Differential Geometry and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.05608

zbMATH Keywords

Dirichlet distributionHadamard manifoldFisher-Rao geometry

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Statistics on manifolds (62R30) Applications of local differential geometry to the sciences (53B50) Information geometry (statistical aspects) (62B11)

Abstract: In this paper, we study the geometry induced by the Fisher-Rao metric on the parameter space of Dirichlet distributions. We show that this space is geodesically complete and has everywhere negative sectional curvature. An important consequence of this negative curvature for applications is that the Fr{'e}chet mean of a set of Dirichlet distributions is uniquely defined in this geometry.

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Cited in

(10)

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• Clustering in Hilbert's projective geometry: the case studies of the probability simplex and the elliptope of correlation matrices
• Decreasing properties of two ratios defined by three and four polygamma functions
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
• On the Fisher metric of conditional probability polytopes
• The Bayesian central limit theorem for exponential family distributions: a geometric approach

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