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.
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)