A distance between multivariate normal distributions based in an embedding into the Siegel group

DOI10.1016/0047-259X(90)90026-EzbMath0719.62062OpenAlexW2037900003MaRDI QIDQ2640280

Miquel Calvo, Josep M. Oller

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90026-e

zbMATH Keywords

embeddinginformation metricdata analysisprobabilistic modelshypotheses testinggeodesic distanceSiegel metricinformative geometrySiegel geometrymanifold of positive definite matriceslower bound for the Rao distancemanifold of multivariate normal densities

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Global submanifolds (53C40) Statistical aspects of information-theoretic topics (62B10)

Related Items

A biplot method for multivariate normal populations with unequal covariance matrices., Geometry of matrix decompositions seen through optimal transport and information geometry, Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing, Generalized divergence measures: Information matrices, amount of information, asymptotic distribution, and its applications to test statistical hypotheses, An information geometric viewpoint on the detection of range distributed targets, Complexity of mixed Gaussian states from Fisher information geometry, Geometry of color perception. I: Structures and metrics of a homogeneous color space, Geometry of color perception. II: Perceived colors from real quantum states and Hering's rebit, Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view, Fisher information distance: a geometrical reading, DTI segmentation and fiber tracking using metrics on multivariate normal distributions, On the geometry of generalized Gaussian distributions, Information geometry and asymptotic geodesics on the space of normal distributions, Pairwise rigid registration based on Riemannian geometry and Lie structures of orientation tensors, Multivariate normal distributions parametrized as a Riemannian symmetric space, Matrix-valued Bratu equation and the exact solution of its initial value problem, A distance between elliptical distributions based in an embedding into the Siegel group

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Diversity and dissimilarity coefficients: A unified approach
• Informative geometry of probability spaces
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential-geometrical methods in statistics
• Distance and decision rules
• The analysis of proximities: Multidimensional scaling with an unknown distance function: I, II
• On some test criteria for covariance matrix
• Statistical Manifolds of Univariate Elliptic Distributions
• Geometrical theory of asymptotic ancillarity and conditional inference
• Ricci-Calculus