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Mera, Bruno; Mateus, Paulo; Carvalho, Alexandra M.

Model complexity in statistical manifolds: the role of curvature. (English) Zbl 1515.62024

IEEE Trans. Inf. Theory 68, No. 9, 5619-5636 (2022).
Editorial remark: No review copy delivered.

MSC:

62B11 Information geometry (statistical aspects)
62H20 Measures of association (correlation, canonical correlation, etc.)
53C15 General geometric structures on manifolds (almost complex, almost product structures, etc.)

Keywords:

model complexity; statistical manifolds; scalar curvature of Fisher information metric; capacity for exponential families; optimal dimensional reduction; principal component analysis
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