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Group Invariance of Statistical Models and Associated Statistical Manifolds
arXiv stat.TH0 views
arXiv:2611.09087v1 Announce Type: new Abstract: We study the group invariance of a parameterized statistical model that is closed under push-forward sample transformations given by a group action. We prove that the group action on the sample space induces an isometric action on the associated statistical manifold. Furthermore, it preserves the Fisher-Rao metric as well as the Amari-Chentsov tensor. Moreover, we establish that this isometric action is compatible with equivariant and sufficient statistics in the spirit of the Hall-Wijsman-Ghosh generalized Stein's theorem. This compatibility leads to a novel reduction of the original group-invariant model, where its Fisher information loss is explicitly quantified via conditional expectation. As an application, we apply this framework to a generalized cardioid distribution in circular data analysis, illustrating how the reduced model facilitates estimation and hypothesis testing for relative parameters.
Source:https://arxiv.org/abs/2611.09087PreviousExact optimality of augmented order-of-addition designsNextByzantine-Robust Distributed Sparse Softmax Regression
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