In statistical practice model building, sensitivity and uncertainty are major concerns of the analyst. This paper looks at these issues from an information geometric point of view. Here, we define sensitivity to mean understanding how inference about a problem of interest changes with perturbations of the model. In particular it is an example of what we call computational information geometry. The embedding of simple models in much larger information geometric spaces is shown to illuminate these critically important issues.
|Title of host publication||Computational Information Geometry|
|Subtitle of host publication||For Image and Signal Processing|
|Editors||Frank Nielsen, Kit Dodson, Frank Critchley|
|Publication status||Published - 2017|
|Name||Signals and Communication Technology|
Anaya-Izquierdo, K., Critchley, F., Marriott, P., & Vos, P. (2017). Towards the geometry of model sensitivity: an Illustration. In F. Nielsen, K. Dodson, & F. Critchley (Eds.), Computational Information Geometry : For Image and Signal Processing (pp. 33-62). (Signals and Communication Technology). Springer. https://doi.org/10.1007/978-3-319-47058-0_2