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On a compact manifold without boundary of dimension greater than 1, every smooth weak Riemannian metric on the space of smooth positive probability densities that is invariant under the action of the diffeomorphism group is a multiple of the Fisher–Rao metric.
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Martin Bauer
Florida State University
Martins Bruveris
Entrust
Peter W. Michor
University of Vienna
Bulletin of the London Mathematical Society
University of Vienna
TU Wien
Brunel University of London
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Bauer et al. (Wed,) studied this question.
synapsesocial.com/papers/6a0b6db9f05630e27149cf78 — DOI: https://doi.org/10.1112/blms/bdw020