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Congruent families and invariant tensors

Abstract

Classical results of Chentsov and Campbell state that -- up to constant multiples -- the only 22-tensor field of a statistical model which is invariant under congruent Markov morphisms is the Fisher metric and the only invariant 33-tensor field is the Amari-Chentsov tensor. We generalize this result for arbitrary degree nn, showing that any family of nn-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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