Information geometry and asymptotic geodesics on the space of normal distributions

DOI10.1007/s41884-021-00049-3zbMath1473.53024arXiv1904.12921OpenAlexW3176472699MaRDI QIDQ2046668

Raul Quiroga-Barranco, Wolfgang Globke

Publication date: 26 August 2021

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.12921

zbMATH Keywords

symmetric spacesgeodesicsGaussian distributionsFisher metriccone of positive definite matrices

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Differential geometry of homogeneous manifolds (53C30) Differential geometry of symmetric spaces (53C35) Statistical aspects of information-theoretic topics (62B10) Differential geometric aspects of statistical manifolds and information geometry (53B12)

Related Items (1)

On a constant curvature statistical manifold

Cites Work

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• Fisher information distance: a geometrical reading
• Homogeneous Hessian manifolds
• Multivariate normal distributions parametrized as a Riemannian symmetric space
• A distance between multivariate normal distributions based in an embedding into the Siegel group
• Information Geometry
• Metric connections in projective differential geometry

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