Rényi-Induced Information Geometry and Hartigan's Prior Family

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Hauptverfasser: Kuntz, Rebecca Maria, von Campe, Heinrich, Schäfer, Björn Malte
Format: Preprint
Veröffentlicht: 2025
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author Kuntz, Rebecca Maria
von Campe, Heinrich
Schäfer, Björn Malte
author_facet Kuntz, Rebecca Maria
von Campe, Heinrich
Schäfer, Björn Malte
contents We derive the information geometry induced by the statistical Rényi divergence, namely its metric tensor, its dual parametrized connections, as well as its dual Laplacians. Based on these results, we demonstrate that the Rényi-geometry, though closely related, differs in structure from Amari's well-known $α$-geometry. Subsequently, we derive the canonical uniform prior distributions for a statistical manifold endowed with a Rényi-geometry, namely the dual Rényi-covolumes. We find that the Rényi-priors can be made to coincide with Takeuchi and Amari's $α$-priors by a reparameterization, which is itself of particular significance in statistics. Herewith, we demonstrate that Hartigan's parametrized ($α_H$) family of priors is precisely the parametrized ($ρ$) family of Rényi-priors ($α_H = ρ$).
format Preprint
id arxiv_https___arxiv_org_abs_2506_12028
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Rényi-Induced Information Geometry and Hartigan's Prior Family
Kuntz, Rebecca Maria
von Campe, Heinrich
Schäfer, Björn Malte
Statistics Theory
We derive the information geometry induced by the statistical Rényi divergence, namely its metric tensor, its dual parametrized connections, as well as its dual Laplacians. Based on these results, we demonstrate that the Rényi-geometry, though closely related, differs in structure from Amari's well-known $α$-geometry. Subsequently, we derive the canonical uniform prior distributions for a statistical manifold endowed with a Rényi-geometry, namely the dual Rényi-covolumes. We find that the Rényi-priors can be made to coincide with Takeuchi and Amari's $α$-priors by a reparameterization, which is itself of particular significance in statistics. Herewith, we demonstrate that Hartigan's parametrized ($α_H$) family of priors is precisely the parametrized ($ρ$) family of Rényi-priors ($α_H = ρ$).
title Rényi-Induced Information Geometry and Hartigan's Prior Family
topic Statistics Theory
url https://arxiv.org/abs/2506.12028