Geometry of the Fisher-Rao metric on the space of smooth densities on a compact manifold

DOI10.1002/MANA.201600523MaRDI QIDQ5377205zbMATH OpenOpenAlexWikidataFDO

Authors Martins Bruveris, Peter W. Michor

Publication date 23 May 2019

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.04550

zbMATH Keywords

information geometryFisher-Rao metricsurfaces of revolutionspace of densities

Mathematics Subject Classification ID

Geodesics in global differential geometry (53C22) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Manifolds of mappings (58D15)

Abstract: It is known that on a closed manifold of dimension greater than one, every smooth weak Riemannian metric on the space of smooth positive densities that is invariant under the action of the diffeomorphism group, is of the form ${\displaystyle }$ G_mu(alpha,�eta)=C_1(mu(M)) int_M frac{alpha}{mu}frac{�eta}{mu},mu + C_2(mu(M)) int_Malpha cdot int_M�eta ${\displaystyle }$ for some smooth functions $C_1,C_2$ of the total volume $mu(M)$. Here we determine the geodesics and the curvature of this metric and study geodesic and metric completeness.

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(11)

• Strong symplectic structures on spaces of probability measures with positive density function.
• Global differentiable structures for the Fisher-Rao and Kantorovich-Wasserstein-Otto metrics
• On geodesic completeness for Riemannian metrics on smooth probability densities
• Geometry of diffeomorphism groups, complete integrability and geometric statistics
• Uniqueness of the Fisher-Rao metric on the space of smooth densities
• Optimal Riemannian metric for a volumorphism and a mean ergodic theorem in complete global Alexandrov nonpositively curved spaces
• On the Fisher metric of conditional probability polytopes
• A class of non-parametric statistical manifolds modelled on Sobolev space
• The \(L^p\)-Fisher-Rao metric and Amari-Čencov \(\alpha\)-connections
• Fisher-Rao geometry of Dirichlet distributions
• Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences

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