The Fisher–Rao Distance between Multivariate Normal Distributions: Special Cases, Bounds and Applications
The Fisher–Rao distance is a measure of dissimilarity between probability distributions, which, under certain regularity conditions of the statistical model, is up to a scaling factor the unique Riemannian metric invariant under Markov morphisms. It is related to the Shannon entropy and has been use...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-04-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/4/404 |