Corpus ID: 218596084

Fisher-Rao geometry of Dirichlet distributions

  title={Fisher-Rao geometry of Dirichlet distributions},
  author={Alice Le Brigant and Stephen Preston and St'ephane Puechmorel},
  journal={arXiv: Differential Geometry},
  • Alice Le Brigant, Stephen Preston, St'ephane Puechmorel
  • Published 2020
  • Mathematics
  • arXiv: Differential Geometry
  • In this paper, we study the geometry induced by the Fisher-Rao metric on the parameter space of Dirichlet distributions. We show that this space is geodesically complete and has everywhere negative sectional curvature. An important consequence of this negative curvature for applications is that the Fr{e}chet mean of a set of Dirichlet distributions is uniquely defined in this geometry. 

    Figures from this paper.


    Publications referenced by this paper.