Natural differentiable structures on statistical models and the Fisher metric

08/13/2022

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by   Hông Vân Lê, et al.

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In this paper I discuss the relation between the concept of the Fisher metric and the concept of differentiability of a family of probability measures. I compare the concepts of smooth statistical manifolds, differentiable families of measures, k-integrable parameterized measure models, diffeological statistical models, differentiable measures, which arise in Information Geometry, mathematical statistics and measure theory, and discuss some related problems.