In information geometry, Chentsov's theorem states that the Fisher information metric is, up to rescaling, the unique Riemannian metric on a statistical manifold that is invariant under sufficient statistics. The theorem is named after mathematician Nikolai Chentsov, who proved it in his 1981 paper.
In information geometry, Chentsov's theorem states that the Fisher information metric is, up to rescaling, the unique Riemannian metric on a statistical manifold that is invariant under sufficient statistics. The theorem is named after mathematician Nikolai Chentsov, who proved it in his 1981 paper.
Source: Wikipedia "Chentsov's theorem" · CC BY-SA 4.0
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