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Thursday, May 17
Computational Statistics
Advanced Mathematics for Data Analysis
Thu, May 17, 1:30 PM - 3:00 PM
Grand Ballroom E

Information Tests on Statistical Submanifolds (304560)

*Michael Trosset, Indiana University 
Carey E. Priebe, Johns Hopkins University 

Keywords: restricted inference, dimension reduction, information geometry, minimum distance test

It is well-known that Fisher information induces a Riemannian structure on a statistical manifold. We use this fact to derive information tests that exploit the Riemannian geometry of dimension-restricted statistical submanifolds. Information tests are locally asymptotically equivalent to various classical tests; however, despite their conceptual appeal, they are of limited practical value. We propose discrete approximations of information tests and demonstrate their effectiveness on several examples.