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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Official URL: http://www.ima.org.uk/mathematics/mathstoday.htm

Abstract

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.

Metadata

Item Type:	Article
School:	Birkbeck Faculties and Schools > Faculty of Science > School of Computing and Mathematical Sciences
Depositing User:	Administrator
Date Deposited:	02 Feb 2011 12:00
Last Modified:	09 Aug 2023 12:30
URI:	https://eprints.bbk.ac.uk/id/eprint/1892

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