A Simple Approximation Method for the Fisher–Rao Distance between Multivariate Normal Distributions

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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Hlavní autor: Frank Nielsen
Médium: Článek
Jazyk:English
Vydáno: MDPI AG 2023-04-01
Edice:Entropy
Témata:
Fisher–Rao normal manifold
symmetric positive–definite matrix cone
isometric embedding
information geometry
exponential family
elliptical distribution
On-line přístup:https://www.mdpi.com/1099-4300/25/4/654

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https://www.mdpi.com/1099-4300/25/4/654

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