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Deciding when a given metric is Hessian via reparameterization and potential function

Develop a method to determine, given a Riemannian metric g expressed in a parameterization λ on a single global chart, whether there exists a reparameterization θ and a convex potential function F(θ) such that g(θ)=∇^2F(θ), thereby deciding whether g is a Hessian metric.

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Background

Hessian metrics play a central role in information geometry and enable dual flat connections with powerful geometric and computational implications. The paper reviews conditions and tests for Hessian structure but highlights the lack of a general constructive method to find a suitable reparameterization and potential function when starting from a metric provided in arbitrary coordinates. Solving this would systematize identification of Hessian structures across statistical models.

References

Finally, let us list some open problems: Problem 3. Given a Riemannian metric $g$ expressed using parameterization $\lambda$ (i.e., given $g(\lambda)$ on a single global chart), how to find, if possible, a parameterization $\theta$ and a potential convex function $F(\theta)$ such that $g(\theta)=\nabla2 F(\theta)$ (i.e., check whether the geometric metric $g$ is Hessian or not).

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)