Dually affine Information Geometry modeled on a Banach space

Fuente: arXiv
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Auteurs principaux: Chirco, Goffredo, Pistone, Giovanni
Format: Preprint
Publié: 2022
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author Chirco, Goffredo
Pistone, Giovanni
author_facet Chirco, Goffredo
Pistone, Giovanni
contents In this chapter, we study Information Geometry from a particular non-parametric or functional point of view. The basic model is a probabilities subset usually specified by regularity conditions. For example, probability measures mutually absolutely continuous or probability densities with a given degree of smoothness. We construct a manifold structure by giving an atlas of charts as mappings from probabilities to a Banach space. The charts we use are quite peculiar in that we consider only instances where the transition mappings are affine. We chose a particular expression of the tangent and cotangent bundles in this affine setting.
format Preprint
id arxiv_https___arxiv_org_abs_2204_00917
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Dually affine Information Geometry modeled on a Banach space
Chirco, Goffredo
Pistone, Giovanni
Statistics Theory
In this chapter, we study Information Geometry from a particular non-parametric or functional point of view. The basic model is a probabilities subset usually specified by regularity conditions. For example, probability measures mutually absolutely continuous or probability densities with a given degree of smoothness. We construct a manifold structure by giving an atlas of charts as mappings from probabilities to a Banach space. The charts we use are quite peculiar in that we consider only instances where the transition mappings are affine. We chose a particular expression of the tangent and cotangent bundles in this affine setting.
title Dually affine Information Geometry modeled on a Banach space
topic Statistics Theory
url https://arxiv.org/abs/2204.00917