- Article
The Fisher–Rao Distance between Multivariate Normal Distributions: Special Cases, Bounds and Applications
- Julianna Pinele,
- João E. Strapasson and
- Sueli I. R. Costa
The Fisher–Rao distance is a measure of dissimilarity between probability distributions, which, under certain regularity conditions of the statistical model, is up to a scaling factor the unique Riemannian metric invariant under Markov morphisms. It...