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Allow multiple dimension sample spaces in FisherRaoMetric #1751

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luisfpereira opened this issue Dec 8, 2022 · 0 comments
Open

Allow multiple dimension sample spaces in FisherRaoMetric #1751

luisfpereira opened this issue Dec 8, 2022 · 0 comments
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@luisfpereira
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FisherRaoMetric only supports pdfs with univariate sample spaces. We need to extend this to multidimensional sample spaces.

This requires adaptation of the numerical integration (meaning this somehow relates to #1750).

Need to also validate if the automatic differentiation keeps working well (first impression is yes). Need to verify carefully shapes of the outputs.

Validation with closed form solutions can be performed against:

  • GeneralNormalDistributions
  • DirichletDistributions
@luisfpereira luisfpereira added enhancement information geometry Information geometry related content labels Dec 8, 2022
@luisfpereira luisfpereira added this to To do in FisherRaoMetric Dec 8, 2022
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