English

Congruent families and invariant tensors

Statistics Theory 2017-06-01 v1 Statistics Theory

Abstract

Classical results of Chentsov and Campbell state that -- up to constant multiples -- the only 22-tensor field of a statistical model which is invariant under congruent Markov morphisms is the Fisher metric and the only invariant 33-tensor field is the Amari-Chentsov tensor. We generalize this result for arbitrary degree nn, showing that any family of nn-tensors which is invariant under congruent Markov morphisms is algebraically generated by the canonical tensor fields defined in an earlier paper.

Keywords

Cite

@article{arxiv.1705.11014,
  title  = {Congruent families and invariant tensors},
  author = {Lorenz Schwachhöfer and Nihat Ay and Jürgen Jost and Hông Vân Lê},
  journal= {arXiv preprint arXiv:1705.11014},
  year   = {2017}
}