Beyond scalar quasi-arithmetic means: Quasi-arithmetic averages and quasi-arithmetic mixtures in information geometry
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866915312759209984 |
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| author | Nielsen, Frank |
| author_facet | Nielsen, Frank |
| contents | We generalize quasi-arithmetic means beyond scalars by considering the gradient map of a Legendre type real-valued function. The gradient map of a Legendre type function is proven strictly comonotone with a global inverse. It thus yields a generalization of strictly mononotone and differentiable functions generating scalar quasi-arithmetic means. Furthermore, the Legendre transformation gives rise to pairs of dual quasi-arithmetic averages via the convex duality. We study the invariance and equivariance properties under affine transformations of quasi-arithmetic averages via the lens of dually flat spaces of information geometry. We show how these quasi-arithmetic averages are used to express points on dual geodesics and sided barycenters in the dual affine coordinate systems. We then consider quasi-arithmetic mixtures and describe several parametric and non-parametric statistical models which are closed under the quasi-arithmetic mixture operation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_10980 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Beyond scalar quasi-arithmetic means: Quasi-arithmetic averages and quasi-arithmetic mixtures in information geometry Nielsen, Frank Information Theory We generalize quasi-arithmetic means beyond scalars by considering the gradient map of a Legendre type real-valued function. The gradient map of a Legendre type function is proven strictly comonotone with a global inverse. It thus yields a generalization of strictly mononotone and differentiable functions generating scalar quasi-arithmetic means. Furthermore, the Legendre transformation gives rise to pairs of dual quasi-arithmetic averages via the convex duality. We study the invariance and equivariance properties under affine transformations of quasi-arithmetic averages via the lens of dually flat spaces of information geometry. We show how these quasi-arithmetic averages are used to express points on dual geodesics and sided barycenters in the dual affine coordinate systems. We then consider quasi-arithmetic mixtures and describe several parametric and non-parametric statistical models which are closed under the quasi-arithmetic mixture operation. |
| title | Beyond scalar quasi-arithmetic means: Quasi-arithmetic averages and quasi-arithmetic mixtures in information geometry |
| topic | Information Theory |
| url | https://arxiv.org/abs/2301.10980 |