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Information geometry is a branch of mathematics that applies the techniques of differential geometry to the field of probability theory. This is done by taking probability distributions for a statistical model as the points of a Riemannian manifold, forming a statistical manifold. The Fisher information metric provides the Riemannian metric.
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votes
Approximation of Wasserstein distance between $p_\theta$ and $p_{\theta + d\theta}$
A natural field here is Wasserstein information geometry.
See Wuchen Li, Guido Montufar: Natural gradient via optimal transport
https://arxiv.org/abs/1803.07033
For related applications see my tal …