4.4 Article

Geometry of the Fisher-Rao metric on the space of smooth densities on a compact manifold

期刊

MATHEMATISCHE NACHRICHTEN
卷 292, 期 3, 页码 511-523

出版社

WILEY-V C H VERLAG GMBH
DOI: 10.1002/mana.201600523

关键词

Fisher-Rao metric; information geometry; space of densities; surfaces of revolution

资金

  1. BRIEF award from Brunel University London

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It is known that on a closed manifold of dimension greater than one, every smooth weak Riemannian metric on the space of smooth positive densities that is invariant under the action of the diffeomorphism group, is of the form G(mu)(alpha, beta) = C-1 (mu(M)) integral(M) alpha/mu beta/mu mu + C-2 (mu(M)) integral(M) alpha . (integral M) beta for some smooth functions C-1, C-2 of the total volume mu(M). Here we determine the geodesics and the curvature of this metric and study geodesic and metric completeness.

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