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Geometry of irregular statistical models

Study the differential-geometric structure of irregular statistical models for which the Fisher information matrix is not well-defined, including cases where the Fisher information is undefined or not positive-definite.

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Background

The classical Fisher–Rao framework assumes regularity conditions ensuring a well-defined, positive-definite Fisher information matrix. Many practically relevant models violate these conditions. The paper points to Finsler geometry and Hellinger divergence as potential tools, but a general geometric theory for such irregular models remains undeveloped.

References

Finally, let us list some open problems: Problem 5. Study the geometry of irregular statistical models for which the Fisher information matrix is not well-defined (i.e., either undefined or not positive-definite). See preliminary work using Finsler geometry and the Hellinger divergence in.

Approximation and bounding techniques for the Fisher-Rao distances between parametric statistical models (2403.10089 - Nielsen, 15 Mar 2024) in Conclusion: Summary and some open problems (final section)