Fisher-Rao geometry

• Approximation and bounding techniques for the Fisher-Rao distances between parametric statistical models, Handbook of Statistics, Volume 40, Elservier, 2024. (https://doi.org/10.1016/bs.host.2024.06.003)
  2403.10089 Implemented in pyBregMan
• Fisher-Rao and pullback Hilbert cone distances on the multivariate Gaussian manifold with applications to simplification and quantization of mixtures, Proceedings of 2nd Annual Workshop on Topology, Algebra, and Geometry in Machine Learning (TAG-ML), PMLR 221:488-504, 2023.
• A Simple Approximation Method for the Fisher–Rao Distance between Multivariate Normal Distributions, Entropy 2023, 25(4), 654
• Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series, IEEE statistical signal processing workshop (SSP). IEEE, 2016.
• Cramer-Rao Lower Bound and Information Geometry, Connected at Infinity II: A Selection of Mathematics by Indians (2013): 18-37.

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  Last updated, September 2024