Information geometry is a new mathematical discipline which applies the methodology of differential geometry to statistics. Therefore, families of exponential distributions are considered as embedded manifolds, called statistical manifolds. This includes so important families like the multivariate normal or the gamma distributions. Fisher information - well known in information theory - becomes a metric on statistical manifolds. The Fisher information metric enables a hyperbolic structure on the multivariate normal distributions. Information geometry offers new methods for hypothesis testings, estimation theory or stochastic filtering. These can be used in engineering areas like signal processing or video processing or finance. © 2012 EUROPEAN MICROWAVE ASSOC.
CITATION STYLE
Opitz, F. (2012). Information geometry and its applications. In European Microwave Week 2012: “Space for Microwaves”, EuMW 2012, Conference Proceedings - 9th European Radar Conference, EuRAD 2012 (pp. 46–49).
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