Information Geometry and Statistical Manifold

Information Geometry and Statistical Manifold

We review basic notions in the field of information geometry such as Fisher metric on statistical manifold, $\alpha$-connection and corresponding curvature following Amari's work . We show application of information geometry to asymptotic statistical inference.

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Bibliographic Details
Main Author: Suzuki, Mashbat
Format: Journal Article
Language:English
Published: 08-10-2014
Subjects:
Mathematics - Differential Geometry
Mathematics - Probability
Mathematics - Statistics Theory
Statistics - Theory
Online Access:Get full text
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Description
Summary:We review basic notions in the field of information geometry such as Fisher metric on statistical manifold, $\alpha$-connection and corresponding curvature following Amari's work . We show application of information geometry to asymptotic statistical inference.
DOI:10.48550/arxiv.1410.3369