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Two geometrical structures have been extensively studied for a manifold of probability distributions.
Rao, C. R.: Information and accuracy attainable in the estimation of statistical parameters. Bulletin of the Calcutta Mathematical Society, 37, 81–91 (1945)
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Cuturi, M.: Sinkhorn distances: Light speed computation of optimal transport. In Advances in Neural Information Processing Systems, 2292–2300 (2013)
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Villani, C. : Topics in Optimal Transportation. Graduate Studies in Math. AMS (2013)
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Cuturi, M., Avis, D.: Ground metric learning. J. Machine Learning Research, 15, 533–564 (2014)
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Oizumi, M., Albantakis, L., Tononi, G.: From the phenomenology to the mechanisms of consciousness: integrated information theory 3.0. PLoS Comput Biol, 10, e1003588 (2014)
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Cuturi, M., Peyré, G.: A smoothed dual formulation for variational Wasserstein problems, SIAM J. Imaging Sci. 9 (2016)
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Oizumi, M., Tsuchiya, N., Amari, S.: Unified framework for information integration based on information geometry. Proc Natl Acad Sci, 113, 14817–14822 (2016)
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Amari, S., Tsuchiya, N., Oizumi, M.: Geometry of information integration. arXiv:1709.02050 (2017)
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Amari, S, Karakida, R. Oizumi, M., Cuturi, M.: New divergence derived from Cuturi function, in preparation
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