Parametric Information Geometry with the Package Geomstats

Le Brigant, A., Deschamps, J., Collas, A., Miolane, N.

We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta, Dirichlet distributions, and more. The module further gives the Fisher-Rao Riemannian geometry of any parametric family of distributions of interest, given a parameterized probability density function as input.  [Code].