A Simple Approximation Method for the Fisher–Rao Distance between Multivariate Normal Distributions
We present a simple method to approximate the Fisher–Rao distance between multivariate normal distributions based on discretizing curves joining normal distributions and approximating the Fisher–Rao distances between successive nearby normal distributions on the curves by the square roots of their J...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-04-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/25/4/654 |