| Full text | |
| Author(s): |
Costa, Sueli I. R.
;
Santos, Sandra A.
;
Strapasson, Joao E.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | DISCRETE APPLIED MATHEMATICS; v. 197, p. 11-pg., 2015-12-31. |
| Abstract | |
This paper presents a geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, is also used in many applications to establish a proper data average. The main purpose is to widen the range of possible interpretations and relations of the Fisher distance and its associated geometry for the prospective applications. It focuses on statistical models of the normal probability distribution functions and takes advantage of the connection with the classical hyperbolic geometry to derive closed forms for the Fisher distance in several cases. Connections with the well-known Kullback-Leibler divergence measure are also devised. (C) 2014 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 11/01096-6 - Discrete mathematics: lattices, codes and cryptography |
| Grantee: | João Eloir Strapasson |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/25977-7 - Security and reliability of Information: theory and practice |
| Grantee: | Marcelo Firer |
| Support Opportunities: | Research Projects - Thematic Grants |