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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
The Fisher Geometry and Geodesics of the Multivariate Nor...
Brodie A. J. Lawson, Kevin Burrage, Kerrie Mengersen, Rodrigo We · 2023-06-02 · via math.ST updates on arXiv.org

Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical distance, and paths of shorter distance improve sampling techniques that leverage a sequence of distributions in their operation. Unfortunately, even for a distribution as generally tractable as the multivariate normal distribution, this information geometry proves unwieldy enough that closed-form solutions for shortest-distance paths or their lengths remain unavailable outside of limited special cases. In this review we present for general statisticians the most practical aspects of the Fisher geometry for this fundamental distribution family. Rather than a differential geometric treatment, we use an intuitive understanding of the covariance-induced curvature of this manifold to unify the special cases with known closed-form solution and review approximate solutions for the general case. We also use the multivariate normal information geometry to better understand the paths or distances commonly used in statistics (annealing, Wasserstein). Given the unavailability of a general solution, we also discuss the methods used for numerically obtaining geodesics in the space of multivariate normals, identifying remaining challenges and suggesting methodological improvements.