Dirichlet分布的Fisher-Rao几何
Fisher-Rao geometry of Dirichlet distributions
摘要:
本文研究Dirichlet分布的参数空间上由Fisher-Rao度量诱导的几何。我们证明了这个空间是测地完备的,处处具有负截面曲率。这个负曲率的一个重要的应用结果是,一组狄利克雷分布的Fr{é}chet平均是唯一定义在这个几何。
英文摘要:
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 geodesically complete and has everywhere negative sectional curvature. An important consequence of this negative curvature for applications is that the Fr{é}chet mean of a set of Dirichlet distributions is uniquely defined in this geometry.
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