Wasserstein Riemannian Geometry on Statistical Manifold

Abstract

In this paper, we study some geometric properties of statistical manifold equipped with the Riemannian Otto metric which is related to the L 2 -Wasserstein distance of optimal mass transport. We construct some α -connections on such manifold and we prove that the proposed connections are torsion-free and coincide with the Levi-Civita connection when α = 0 . In addition, the exponentialy families and the mixture families are shown to be respectively (1) -flat and (−1) -flat.