On information geometrical structures

Abstract

Information geometry is a modern differential geometric approach to statistics, in particular theory of information. The main motivation for this expository survey article is the lack of compact material that mainly address to mathematical audience because of the interdisciplinary content. Information geometry simply described as applying the techniques of differential geometry to statistical models, represented as manifolds of probability distributions. This can be done either done by putting the concept of divergences on the center or the Fisher metric. This paper is motivated from the latter approach.