Fisher information and α-connections for a class of transformational models

Abstract

In this paper we use invariant theory for representations of groups in order to get an indirect method of computing the Fisher metric and the α-connections of transformational models parameterized by symmetric spaces. Among others these models include the Von Mises–Fisher model, the Hyperboloid model, the multivariable zero mean normal model with determinant one covariant matrix and the Wishard model.