English

Cartan meets Cram\'er-Rao

Statistics Theory 2025-12-19 v2 Information Theory Signal Processing Differential Geometry math.IT Statistics Theory

Abstract

A Cartan-geometric, jet bundle formulation of curvature-aware variance bounds in parametric statistical estimation is developed. Building on our earlier extrinsic Hilbert space approach to the Cram\'er-Rao and Bhattacharyya-type inequalities, we show that the curvature corrections induced by the square root embedding of a statistical model admit a canonical intrinsic interpretation via jet geometry and Cartan's prolongation theory. For a scalar-parameter family with square root map sθ=f(;θ)L2(μ)s_\theta=\sqrt{f(\cdot;\theta)}\in L^2(\mu), we regard sθs_\theta as a section of the statistical bundle E=Θ×L2(μ)E=\Theta\times L^2(\mu) and study its finite-order prolongations. We point out that the classical algebraic efficiency condition--that the estimator residual (Tθ)sθ(T-\theta)s_\theta lies in the span of derivatives of sθs_\theta up to order mm--is equivalent to the existence of a linear ordinary differential equation (ODE) of order mm satisfied by the square root map. Geometrically, this means the prolonged section lies in an ODE-defined submanifold of the jet bundle and is an integral curve of the restricted Cartan vector field. The obstruction to such finite-order integrability is identified with the vertical component of the canonical Ehresmann connection on the jet tower, which coincides with the curvature correction term in variance bounds. This establishes a direct correspondence between algebraic projection conditions in L2(μ)L^2(\mu) and intrinsic holonomy properties of statistical sections, yielding a unified geometric interpretation of higher-order information inequalities.

Keywords

Cite

@article{arxiv.2511.15612,
  title  = {Cartan meets Cram\'er-Rao},
  author = {Sunder Ram Krishnan},
  journal= {arXiv preprint arXiv:2511.15612},
  year   = {2025}
}

Comments

12 pages, updated version with results organised and added examples

R2 v1 2026-07-01T07:45:42.986Z