Hommage to Chentsov’s theorem

Author:

Fujiwara AkioORCID

Abstract

AbstractChentsov’s theorem, which characterises Markov invariant Riemannian metric and affine connections of manifolds of probability distributions on finite sample spaces, is undoubtedly a cornerstone of information geometry. This article aims at providing a comprehensible survey of Chentsov’s theorem as well as its modest extensions to generic tensor fields and to parametric models comprising continuous probability densities on $${\mathbb R}^k$$ R k .

Funder

Japan Society for the Promotion of Science

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications,Geometry and Topology,Statistics and Probability

Reference10 articles.

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4. Bauer, M., Bruveris, M., Michor, P.W.: Uniqueness of the Fisher–Rao metric on the space of smooth densities. Bull. Lond. Math. Soc. 48, 499–506 (2016)

5. Campbell, L.L.: An extended Čencov characterization of the information metric. Proc. Am. Math. Soc. 98, 135–141 (1986)

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