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The Fisher-Rao metric

Maybank, Stephen J. (2008) The Fisher-Rao metric. Mathematics Today 44 (6), pp. 255-257. ISSN 1361-2042.

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The information in a mass of data is summarised by fitting to the data a probability density function (pdf) chosen from a parameterised family of pdfs. Distances between pairs of pdfs are calculated using the Fisher-Rao metric, which provides a measure of the accuracy with which parameter values can be estimated from the data. Applications of the Fisher-Rao metric include the calculation of Bayesian priors, machine learning and image processing.

Item Type: Article
School or Research Centre: Birkbeck Schools and Research Centres > School of Business, Economics & Informatics > Computer Science and Information Systems
Depositing User: Administrator
Date Deposited: 02 Feb 2011 12:00
Last Modified: 17 Apr 2013 12:18

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