Fisher Width: A Geometric Measure of Complexity on Statistical Manifolds
- URL: http://arxiv.org/abs/2606.18306v1
- Date: Tue, 16 Jun 2026 07:04:47 GMT
- Title: Fisher Width: A Geometric Measure of Complexity on Statistical Manifolds
- Abstract summary: We introduce Fisher width, a Fisher-geometric analogue of Gaussian width for statistical manifold.<n>At a parameter point $$, Fisher width replaces the Euclidean identity by the local metric tensor $G()1/2$, measuring the Gaussian width of the Fisher-rescaled set.<n>We develop the basic theory of Fisher width, showing that it retains key structural features of Gaussian width, including concentration, metric stability, and spectral comparison bounds with the Euclidean baseline.<n>As an application, we prove a generalization bound for Fisher-Lipschitz hypothesis classes and propose computable estimators, which
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Gaussian width is a central geometric complexity measure in high-dimensional probability, compressed sensing, convex optimization, and learning theory. It quantifies the average extent of a set along random directions, thereby capturing the effective dimension of constraint sets, hypothesis classes, and descent cones. However, this notion is intrinsically Euclidean. Statistical models instead carry a natural Riemannian geometry induced by the Fisher information metric, where directions are scaled according to statistical distinguishability rather than ambient Euclidean length. We introduce Fisher width, a Fisher-geometric analogue of Gaussian width for statistical manifolds. At a parameter point $θ$, Fisher width replaces the Euclidean identity by the local metric tensor $G(θ)^{1/2}$, measuring the Gaussian width of the Fisher-rescaled set. This makes the resulting quantity sensitive to local statistical curvature and invariant under smooth reparameterizations. We develop the basic theory of Fisher width, showing that it retains key structural features of Gaussian width, including concentration, metric perturbation stability, and spectral comparison bounds with the Euclidean baseline, while also capturing anisotropic geometric effects invisible to Euclidean measures. As an application, we prove a generalization bound for Fisher-Lipschitz hypothesis classes and propose computable estimators, which we evaluate empirically on MNIST across three model classes. Fisher width is to statistical manifolds what Gaussian width is to Euclidean convex bodies. This work lays the foundation for studying complexity and learning on curved statistical manifolds.
Related papers
- Loss-Parameterized Fisher Width Along Learning Trajectories [0.0]
We first derive an exact trace--shape factorization and a deterministic stability bound for fixed compact probes.<n>Results support a branchwise, rather than universal, loss parametrization of Fisher width.
arXiv Detail & Related papers (2026-08-21T18:52:04Z) - Fisher Widths: Local Learning Geometry and Anisotropic Recovery [0.0]
We study a pair of functionals: the primal Fisher width $w_G(T) = w(G1/2T)$, induced by the Fisher metric, and the inverse-Fisher width $w_G-1(T) = w(G-1/2T)$, induced by the inverse Fisher metric.<n>For Fisher-regular losses, we prove that the scale (w_G(H_r)/sqrt n) is attained on sufficiently small Fisher balls.<n>For sparse recovery, the resulting geometry depends not only on spars
arXiv Detail & Related papers (2026-07-22T10:07:03Z) - Empirical Bayes for correlated Gaussian sequence model [5.228101935101477]
We study empirical Bayes estimation from dependent observations in the Gaussian sequence model.<n>We show that the maximum Composite Marginal Likelihood (CML) estimator converges in weighted Hellinger distance at the rate $n_*-1/2$.<n>A complementary minimax lower bound shows that $n_*$ indeed serves as the right complexity measure.
arXiv Detail & Related papers (2026-07-03T20:35:13Z) - CuBAS: Information Geometric Curvature-Based Adaptive Sampling for Supervised Classification [52.452902154360565]
CuBAS is an information-geometric framework for adaptive data selection in supervised classification.<n>A labeled dataset can be viewed as a statistical manifold, on which local curvature, estimated via the ratio of second to first-order observed Fisher information, faithfully encodes the geometric complexity of the data distribution.
arXiv Detail & Related papers (2026-07-03T09:36:02Z) - Intrinsic Wasserstein Rates for Score-Based Generative Models on Smooth Manifolds [61.14405512940818]
We show that Score-based generative models are trained in high-dimensional ambient spaces.<n>We use a ReLU implementation of nearest-projection coordinates via finite intrinsic anchors and Gauss Newton.
arXiv Detail & Related papers (2026-05-15T10:20:05Z) - On Higher-Order Geometric Refinements of Classical Covariance Asymptotics: An Approach via Intrinsic and Extrinsic Information Geometry [0.0]
In curved models, including mixtures, curved exponential families, latent-variable models, and manifold-root parameter spaces, finite-sample behavior can deviate systematically from predictions.<n>We develop a coordinate-invariant, curvature-aware refinement by viewing a regular parametric family as a ((,g)) with Fisher-constrained-Rao metric.<n>We describe the resolved metric, the role of the real log canonical threshold in learning rates and posterior mean-squared error, and a curvature-based covariance expansion on the resolved space that recovers the regular theory as a special case.
arXiv Detail & Related papers (2026-04-14T13:40:13Z) - An approach to Fisher-Rao metric for infinite dimensional non-parametric information geometry [0.6138671548064355]
Being infinite dimensional, non-parametric information geometry has long faced an "intractability barrier"<n>This paper introduces a novel framework to resolve the intractability with an Orthogonal Decomposition of the Tangent Space.<n>By defining the Information Capture Ratio, we provide a rigorous method for estimating intrinsic dimensionality in high-dimensional data.
arXiv Detail & Related papers (2025-12-25T00:18:41Z) - Bayesian Circular Regression with von Mises Quasi-Processes [57.88921637944379]
In this work we explore a family of expressive and interpretable distributions over circle-valued random functions.<n>For posterior inference, we introduce a new Stratonovich-like augmentation that lends itself to fast Gibbs sampling.<n>We present experiments applying this model to the prediction of wind directions and the percentage of the running gait cycle as a function of joint angles.
arXiv Detail & Related papers (2024-06-19T01:57:21Z) - Approximation and bounding techniques for the Fisher-Rao distances between parametric statistical models [7.070726553564701]
We consider several numerically robust approximation and bounding techniques for the Fisher-Rao distances.<n>In particular, we obtain a generic method to guarantee an arbitrarily small additive error on the approximation.<n>We propose two new distances based either on the Fisher-Rao lengths of curves serving as proxies of Fisher-Rao geodesics.
arXiv Detail & Related papers (2024-03-15T08:05:16Z) - Computational-Statistical Gaps in Gaussian Single-Index Models [77.1473134227844]
Single-Index Models are high-dimensional regression problems with planted structure.
We show that computationally efficient algorithms, both within the Statistical Query (SQ) and the Low-Degree Polynomial (LDP) framework, necessarily require $Omega(dkstar/2)$ samples.
arXiv Detail & Related papers (2024-03-08T18:50:19Z) - Conformal inference for regression on Riemannian Manifolds [45.560812800359685]
We investigate prediction sets for regression scenarios when the response variable, denoted by $Y$, resides in a manifold, and the covariable, denoted by $X$, lies in an Euclidean space.<n>We prove the almost sure convergence of the empirical version of these regions on the manifold to their population counterparts.
arXiv Detail & Related papers (2023-10-12T10:56:25Z) - The Fisher-Rao geometry of CES distributions [50.50897590847961]
The Fisher-Rao information geometry allows for leveraging tools from differential geometry.
We will present some practical uses of these geometric tools in the framework of elliptical distributions.
arXiv Detail & Related papers (2023-10-02T09:23:32Z) - Bayesian Quadrature on Riemannian Data Manifolds [79.71142807798284]
A principled way to model nonlinear geometric structure inherent in data is provided.
However, these operations are typically computationally demanding.
In particular, we focus on Bayesian quadrature (BQ) to numerically compute integrals over normal laws.
We show that by leveraging both prior knowledge and an active exploration scheme, BQ significantly reduces the number of required evaluations.
arXiv Detail & Related papers (2021-02-12T17:38:04Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.