Fisher-Rao geometry of Dirichlet distributions

DOI10.1016/j.difgeo.2020.101702zbMath1460.62018arXiv2005.05608OpenAlexW3097510689WikidataQ115354676 ScholiaQ115354676MaRDI QIDQ1995661

Stephen C. Preston, Alice Le Brigant, Stéphane Puechmorel

Publication date: 24 February 2021

Published in: Differential Geometry and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.05608

zbMATH Keywords

Dirichlet distributionHadamard manifoldFisher-Rao geometry

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Applications of local differential geometry to the sciences (53B50) Information geometry (statistical aspects) (62B11)

Related Items (4)

Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices ⋮ Lower bound of sectional curvature of Fisher-Rao manifold of beta distributions and complete monotonicity of functions involving polygamma functions ⋮ New properties of the divided difference of psi and polygamma functions ⋮ Decreasing properties of two ratios defined by three and four polygamma functions

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