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Nonparametric estimations and the diffeological Fisher metricстатья
- Авторы: Van Le Hong, Tuzhilin Alexey A.
- Журнал: ArXiv e-prints
- Номер: arXiv:2011.13418 [math.ST]
- Год издания: 2020
- Аннотация: In this paper, first, we survey the concept of diffeological Fisher metric and its naturality, using functorial language of probability morphisms, and slightly extending Lê's theory in \cite{Le2020} to include weakly C^k-diffeological statistical models. Then we introduce the resulting notions of the diffeological Fisher distance, the diffeological Hausdorff--Jeffrey measure and explain their role in classical and Bayesian nonparametric estimation problems in statistics.
- Добавил в систему: Тужилин Алексей Августинович