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math.ST2017★ 1 cited
The Cramér-Rao inequality on singular statistical models I
Jürgen Jost, Hông Vân Lê, Lorenz Schwachhöfer
We introduce the notion of the essential tangent bundle of a parametrized measure model and the notion of reduced Fisher metric on a (possibly singular) 2-integrable measure model.…
math.ST2012★ 74 cited
Information geometry and sufficient statistics
Nihat Ay, Jürgen Jost, Hông Vân Lê +1
Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In s…