Fisher-Rao distance on the covariance cone

Autor:	Wells, Joseph, Cook, Mary, Pine, Karleigh, Robinson, Benjamin D.
Rok vydání:	2020
Předmět:	Mathematics - Statistics Theory Mathematics - Differential Geometry 62B11
Druh dokumentu:	Working Paper
Popis:	The Fisher-Rao geodesic distance on the statistical manifold consisting of zero-mean p-dimensional multivariate Gaussians appears without proof in several places (such as Steven Smith's "Covariance, Subspace, and Intrinsic Cramer-Rao Bounds"). In this paper, we give a proof using basic Riemannian geometry.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2010.15861 Zobrazit plný text záznamu View this record from Arxiv