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Bibliographische Detailangaben
1. Verfasser: Pistone, Giovanni
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2502.02177
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Inhaltsangabe:
  • The non-parametric version of Amari's dually affine Information Geometry provides a practical calculus to perform computations of interest in statistical machine learning. The method uses the notion of a statistical bundle, a mathematical structure that includes both probability densities and random variables to capture the spirit of Fisherian statistics. We focus on computations involving a constrained minimization of the Kullback-Leibler divergence. We show how to obtain neat and principled versions of known computation in applications such as mean-field approximation, adversarial generative models, and variational Bayes.