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Fisher-Rao geometry of Dirichlet distributions
Differential Geometry and its Applications ( IF 0.5 ) Pub Date : 2020-11-06 , DOI: 10.1016/j.difgeo.2020.101702
Alice Le Brigant , Stephen C. Preston , Stéphane Puechmorel

In this paper, we study the geometry induced by the Fisher-Rao metric on the parameter space of Dirichlet distributions. We show that this space is a Hadamard manifold, i.e. that it is geodesically complete and has everywhere negative sectional curvature. An important consequence for applications is that the Fréchet mean of a set of Dirichlet distributions is uniquely defined in this geometry.



中文翻译:

Dirichlet分布的Fisher-Rao几何

在本文中,我们研究了在Dirichlet分布的参数空间上由Fisher-Rao度量导出的几何。我们证明该空间是Hadamard流形,即它是大地测量学上完整的并且在任何地方都具有负截面曲率。对于应用程序而言,一个重要的结果是,在这种几何形状中唯一定义了Dirichlet分布集的Fréchet均值。

更新日期:2020-11-09
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