2 papers
math.ST2023
Intrinsic Bayesian Cramér-Rao Bound with an Application to Covariance Matrix Estimation
Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac +1
This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metri…
stat.ML2023
The Fisher-Rao geometry of CES distributions
Florent Bouchard, Arnaud Breloy, Antoine Collas +2
When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induce…