Information geometry of warped product spaces

Abstract

Information geometry is an important tool to study statistical models. There are some important examples in statistical models which are regarded as warped products. In this paper, we study information geometry of warped products. We consider the case where the warped product and its fiber space are equipped with dually flat connections and, in the particular case of a cone, characterize the connections on the base space $\mathbb{R}_{>0}$. The resulting connections turn out to be the $\alpha$-connections with $\alpha = \pm{1}$.