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This is a list of formulas encountered in Riemannian geometry. Einstein notation is used throughout this article. This article uses the "analyst's" sign convention for Laplacians, except when noted otherwise.
The family of all normal distributions can be thought of as a 2-dimensional parametric space parametrized by the expected value μ and the variance σ 2 ≥ 0. Equipped with the Riemannian metric given by the Fisher information matrix, it is a statistical manifold with a geometry modeled on hyperbolic space.
The Ewens's sampling formula is a probability distribution on the set of all partitions of an integer n, arising in population genetics. The Balding–Nichols model The multinomial distribution , a generalization of the binomial distribution .
In differential geometry, Riemannian geometry is the study of smooth manifolds with Riemannian metrics; i.e. a choice of positive-definite quadratic form on a manifold's tangent spaces which varies smoothly from point to point. This gives in particular local ideas of angle, length of curves, and volume.
Information geometry is an interdisciplinary field that applies the techniques of differential geometry to study probability theory and statistics. [ 1 ] It studies statistical manifolds , which are Riemannian manifolds whose points correspond to probability distributions .
Riemannian manifolds are named after German mathematician Bernhard Riemann, who first conceptualized them. Formally, a Riemannian metric (or just a metric) on a smooth manifold is a choice of inner product for each tangent space of the manifold. A Riemannian manifold is a smooth manifold together with a Riemannian metric.
In information geometry, the Fisher information metric [1] is a particular Riemannian metric which can be defined on a smooth statistical manifold, i.e., a smooth manifold whose points are probability distributions. It can be used to calculate the distance between probability distributions. [2] The metric is interesting in several aspects.
In the mathematical field of Riemannian geometry, the Reilly formula is an important identity, discovered by Robert Reilly in 1977. [1] It says that, given a smooth Riemannian manifold-with-boundary ( M , g ) and a smooth function u on M , one has