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Geometry of the Fisher-Rao metric on the space of smooth densities on a compact manifold

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arxiv 1607.04550 v2 pith:7VZCABLJ submitted 2016-07-15 math.DG

classification math.DG
keywords metricsmoothalphabetadensitiesfracmanifoldspace
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abstract

It is known that on a closed manifold of dimension greater than one, every smooth weak Riemannian metric on the space of smooth positive densities that is invariant under the action of the diffeomorphism group, is of the form $$ G_\mu(\alpha,\beta)=C_1(\mu(M)) \int_M \frac{\alpha}{\mu}\frac{\beta}{\mu}\,\mu + C_2(\mu(M)) \int_M\alpha \cdot \int_M\beta $$ for some smooth functions $C_1,C_2$ of the total volume $\mu(M)$. Here we determine the geodesics and the curvature of this metric and study geodesic and metric completeness.

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  1. A Framework for Population-Based Stochastic Optimization on Abstract Riemannian Manifolds

    math.OC 2019-08 conditional novelty 6.0 of 10

    Extended RSDFO is a population-based optimizer on Riemannian manifolds that combines local searches into mixtures to escape local regions, with a finite-step global convergence theorem on compact manifolds.

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