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Reference Hellinger distance as a geodesic distance
I consider a statistical manifold equipped with the Fisher Information Metric.
I want to show that for the exponential family (with no additional constraint), the Hellinger distance coincides with the ...
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What is the intuition behind the Fisher-Rao metric?
I've seen the Fisher-Rao metric introduced via the following argument (see Sidhu and Kok 2019):
There is a natural pairing between the simplex and its dual space of classical random variables: $\...
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