Fisher-Rao geometry of Dirichlet distributions

DOI10.1016/J.DIFGEO.2020.101702zbMATH Open1460.62018arXiv2005.05608OpenAlexW3097510689WikidataQ115354676 ScholiaQ115354676MaRDI QIDQ1995661FDOQ1995661

Stephen C. Preston, Alice Le Brigant, Stéphane Puechmorel

Publication date: 24 February 2021

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

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.

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

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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)

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Cited In (9)

• Uniqueness of the Fisher-Rao metric on the space of smooth densities
• On the Fisher metric of conditional probability polytopes
• Parametric information geometry with the package Geomstats
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices
• New properties of the divided difference of psi and polygamma functions
• On closed-form expressions for the Fisher-Rao distance
• Decreasing properties of two ratios defined by three and four polygamma functions
• The Bayesian central limit theorem for exponential family distributions: a geometric approach
• Lower bound of sectional curvature of Fisher-Rao manifold of beta distributions and complete monotonicity of functions involving polygamma functions

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