Meta-analysis as a barycenter of study distributions: information-geometric pooling, heterogeneity, and robustness
Otte, W. M.
Show abstract
Meta-analysis usually reduces each study to an effect estimate with a standard error and pools these by inverse-variance weighting: fixed effect (FE), random effects (RE), or unrestricted weighted least squares (UWLS). We propose information-geometric meta-integration (IGMI), representing each study by its sampling distribution, the Gaussian N(theta_i, Sigma_i), and pooling studies as a weighted Frechet mean (barycenter) under Bures-Wasserstein (BW), Fisher-Rao, or Wasserstein-Fisher-Rao (WFR) geometry. In the scalar fixed-variance case the BW barycenter mean is exactly the FE estimate; the minimized Frechet functional reproduces the Higgins-Thompson I^2 and DerSimonian-Laird tau^2 heterogeneity statistics; and a Frechet-scatter pivot reproduces the Hartung-Knapp-Sidik-Jonkman interval at m = 1 and yields an exact Hotelling F(m, K-m) region for m outcomes under proportional total covariances. WFR adds a robust outlier-resistant pool: as its length scale delta grows without bound it converges monotonically to BW, whereas finite delta gives a redescending M-estimator with rejection point exactly pi*delta. Simulations show calibrated multivariate coverage at small K, where Wald intervals undercover, and strong resistance of the equal-weight WFR pool to contamination. In 2,445 Cochrane meta-analyses, WFR most often wins leave-one-out predictive scoring. In 835 bivariate meta-analyses, the closed-form BW barycenter matches REML multivariate meta-analysis predictively and is exactly invariant to the unreported within-study correlation, unlike the likelihood estimate.
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