Conformal Geometry of Statistical Manifold with Application to Sequential Estimation

DOI10.1080/07474946.2011.593923zbMath1270.62114arXiv1102.3471MaRDI QIDQ3094216

Masayuki Kumon, Kei Takeuchi, Akimichi Takemura

Publication date: 21 October 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3471

zbMATH Keywords

Riemannian metric; von Mises-Fisher distribution; affine connections; information geometry; projective transformation; space of constant curvature; curved exponential family; totally umbilic; hyperboloid distribution

Mathematics Subject Classification ID

62B10: Statistical aspects of information-theoretic topics

62L12: Sequential estimation

Related Items

Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci, Hessian structures on deformed exponential families and their conformal structures, Conformal geometry of sequential test in multidimensional curved exponential family

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