The $L^p$-Fisher-Rao metric and Amari-Cencov $\alpha$-connections

Martin Bauer, Alice Le Brigant, Yuxiu Lu +1

We introduce a family of Finsler metrics, called the $L^p$-Fisher-Rao metrics $F_p$, for $p\in (1,\infty )$, which generalizes the classical Fisher-Rao metric $F_2$, both on the spa…