| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524549 | Journal of Multivariate Analysis | 2005 | 19 Pages |
Abstract
We determine Riemannian distances between a large class of multivariate probability densities with the same mean, where the Riemannian metric is induced by a weighted Fisher information matrix. We reduce the evaluation of distances to quadrature and in some cases give closed form expressions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Charles A. Micchelli, Lyle Noakes,