Information geometry
Information geometry studies parametric statistical models using differential geometry.
Literature
Another list of references is available in Shalizi’s notebook .
Surveys
- Nielsen, 2022: The many faces of information geometry (doi)
Books
- Cencov, 1982: Statistical decision rules and optimal inference (doi)
- This founding work of categorical statistics also pioneered aspects of information geometry
- Murray & Rice, 1993: Differential geometry and statistics (doi)
- Kass & Vos, 1997: Geometrical foundations of asymptotic statistics (doi)
- Calin & Udrişte, 2014: Geometric modeling in probability and statistics
(doi)
- Book review in AMS Bulletin
- Amari, 2016: Information geometry and its applications (doi)
- Amari & Nagaoka, 2000: Methods of information geometry (doi)
- Ay, Jost, et al, 2017: Information geometry (doi)
Software
- Geomstats [Python]
- Le Brigant et al, 2022: Parametric information geometry with the package Geomstats (arxiv)
- InformationGeometry.jl
- Arutjunjan et al, 2022: Constructing exact confidence regions on parameter manifolds of non-linear models (arxiv)