Title :
Fisher information matrix and hyperbolic geometry
Author :
Costa, Sueli I R ; Santos, Sandra A. ; Strapasson, João E.
Author_Institution :
Inst. de Matematica, UNICAMP, Campinas, Brazil
fDate :
29 Aug.-1 Sept. 2005
Abstract :
The Fisher information matrix induces a metric on parametric spaces of families of probability density functions. We analyse here the family of normal distributions showing how hyperbolic geometry arises naturally from the Fisher information metric.
Keywords :
combinatorial mathematics; geometry; information theory; matrix algebra; statistical distributions; Fisher information matrix; hyperbolic geometry; information metric; normal distributions; probability density functions; Codes; Constellation diagram; Context modeling; Extraterrestrial measurements; Gaussian distribution; Information analysis; Information geometry; Probability density function; Probability distribution; Solid modeling;
Conference_Titel :
Information Theory Workshop, 2005 IEEE
Print_ISBN :
0-7803-9480-1
DOI :
10.1109/ITW.2005.1531851
