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高维正态分布族Fisher度量的曲率
Curvature Properties of Fisher Metrics for High-Dimensional Normal Distribution Families

DOI: 10.12677/pm.2025.155160, PP. 117-129

Keywords: 正态分布,Fisher度量,爱因斯坦空间
Normal Distribution
, Fisher Metric, Einstein Space

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Abstract:

本文针对高维情形得到了高维正态分布在Fisher度量下的数量曲率,并且证明了当协方差矩阵Σ为对角矩阵时,正态分布族的参数空间是爱因斯坦空间,其Ricci曲率与度量张量成严格比例关系。
In this paper, the scalar curvature of high-dimensional normal distribution under Fisher metric is obtained for the high-dimensional case, and it is proved that when the covariance matrix Σ is a diagonal matrix, the parameter space of the normal distribution family is Einstein space, and its Ricci curvature is strictly proportional to the metric tensor.

References

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