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Fisher-Rao geometry of Dirichlet distributions (2005.05608v2)
Published 12 May 2020 in math.DG, math.ST, and stat.TH
Abstract: In this paper, we study the geometry induced by the Fisher-Rao metric on the parameter space of Dirichlet distributions. We show that this space is geodesically complete and has everywhere negative sectional curvature. An important consequence of this negative curvature for applications is that the Fr{\'e}chet mean of a set of Dirichlet distributions is uniquely defined in this geometry.