Statistical path (source code)

= Statistical path
{title2=$t\mapsto P_t,\ P_0=P$}

A statistical path is a one-dimensional family of <probability measures> inside a <statistical model>, passing through a specified baseline $P$. A <differentiability in quadratic mean> condition gives its <score function>, the first-order direction of the family in square-root-density coordinates. The path must respect all restrictions of the <statistical model>, including normalization and any fixed <moments>.