Towards the Geometry of Model Sensitivity: An Illustration

Anaya-Izquierdo, Karim; Critchley, Frank; Marriott, Paul and Vos, Paul (2016). Towards the Geometry of Model Sensitivity: An Illustration. In: Nielsen, Frank; Critchley, Frank and Dodson, Christopher T. J. eds. Computational Information Geometry. Signals and Communication Technology. Cham: Springer, pp. 33–62.

DOI: https://doi.org/10.1007/978-3-319-47058-0_2

Abstract

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.

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