From differential to information geometry

Abstract

Information geometry is a new and increasing topic between statistics, estimation and differential geometry. Many amazing relationships between these domains were established through the last years. Unfortunately, it is not easy to find an easy approach to information geometry, which requires a deep understanding of differential geometry and statistics. The paper presents an easy readable introduction to information geometry, adapted from the analogies of surfaces embedded in the three dimensional space. It is shown, how well known structures like hyperbolic geometry and affine spaces occurs again in information geometry. Finally, some applications are given.