The Fisher–Rao Distance between Multivariate Normal Distributions: Special Cases, Bounds and Applications

The Fisher–Rao distance is a measure of dissimilarity between probability distributions, which, under certain regularity conditions of the statistical model, is up to a scaling factor the unique Riemannian metric invariant under Markov morphisms. It is related to the Shannon entropy and has been use...

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Detalles Bibliográficos
Autores principales: Pinele, Julianna, Strapasson, João E., Costa, Sueli I. R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516881/
https://www.ncbi.nlm.nih.gov/pubmed/33286178
http://dx.doi.org/10.3390/e22040404

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516881/
https://www.ncbi.nlm.nih.gov/pubmed/33286178
http://dx.doi.org/10.3390/e22040404

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