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

DOI10.1016/0047-259X(90)90026-EMaRDI QIDQ2640280zbMATH OpenOpenAlexFDO

Authors 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

data analysisembeddinghypotheses testinggeodesic distanceinformation metricprobabilistic modelsSiegel metricinformative geometrySiegel geometrymanifold of positive definite matriceslower bound for the Rao distancemanifold of multivariate normal densities

Mathematics Subject Classification ID

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

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Cited in

(19)

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

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