Conformal Holonomy of the Bivariate Gaussian Manifold

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1. Verfasser: Reid, James A.
Format: Preprint
Veröffentlicht: 2025
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author Reid, James A.
author_facet Reid, James A.
contents Statistical manifolds, the parameter spaces of smooth families of probability density functions, are the central objects of study in information geometry. While the elementary differential geometry of Riemannian statistical manifolds is well-known, their conformal geometry remains entirely unexplored. In this article, we begin this programme of exploration by determining some invariants of the conformal structure of the Fisher-Rao metric. Specifically, we study the holonomy of a conformally-invariant connection on the standard tractor bundle of the bivariate Gaussian manifold. It is found that for a generic pair of random variables, the conformal holonomy group is the identity-connected component of the indefinite special orthogonal group, $SO^{0}(1,6)$. Remarkably, however, when the random variables are statistically independent, the conformal holonomy representation is reducible and the conformal holonomy group is $SO^{0}(1,4)$.
format Preprint
id arxiv_https___arxiv_org_abs_2505_04782
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Conformal Holonomy of the Bivariate Gaussian Manifold
Reid, James A.
Differential Geometry
53B12, 53C18, 53C25, 53C29, 62H10
Statistical manifolds, the parameter spaces of smooth families of probability density functions, are the central objects of study in information geometry. While the elementary differential geometry of Riemannian statistical manifolds is well-known, their conformal geometry remains entirely unexplored. In this article, we begin this programme of exploration by determining some invariants of the conformal structure of the Fisher-Rao metric. Specifically, we study the holonomy of a conformally-invariant connection on the standard tractor bundle of the bivariate Gaussian manifold. It is found that for a generic pair of random variables, the conformal holonomy group is the identity-connected component of the indefinite special orthogonal group, $SO^{0}(1,6)$. Remarkably, however, when the random variables are statistically independent, the conformal holonomy representation is reducible and the conformal holonomy group is $SO^{0}(1,4)$.
title Conformal Holonomy of the Bivariate Gaussian Manifold
topic Differential Geometry
53B12, 53C18, 53C25, 53C29, 62H10
url https://arxiv.org/abs/2505.04782