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Congruent families and invariant tensors

Published 31 May 2017 in math.ST and stat.TH | (1705.11014v1)

Abstract: Classical results of Chentsov and Campbell state that -- up to constant multiples -- the only $2$-tensor field of a statistical model which is invariant under congruent Markov morphisms is the Fisher metric and the only invariant $3$-tensor field is the Amari-Chentsov tensor. We generalize this result for arbitrary degree $n$, showing that any family of $n$-tensors which is invariant under congruent Markov morphisms is algebraically generated by the canonical tensor fields defined in an earlier paper.

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