Related papers: Chentsov's theorem for exponential families

The Nile problem by Ronald Fisher may be interpreted as the problem of making statistical inference for a special curved exponential family when the minimal sufficient statistic is incomplete. The problem itself and its versions for general…

The two principal/immediate influences -- which we seek to interrelate here -- upon the undertaking of this study are papers of Zyczkowski and Slomczy\'nski (J. Phys. A 34, 6689 [2001]) and of Petz and Sudar (J. Math. Phys. 37, 2262…

Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among…

We prove an analogue the Khinchin theorem for the Diophantine approximation by integer vectors lying on a quadratic variety. The proof is based on the study of a dynamical system on a homogeneous space of the orthogonal group. We show that…

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…

If F is a type-definable family of commensurable subsets, subgroups or sub-vector spaces in a metric structure, then there is an invariant subset, subgroup or sub-vector space commensurable with F. This in particular applies to…

We define a local Riemannian metric tensor in the manifold of Gaussian channels and the distance that it induces. We adopt an information-geometric approach and define a metric derived from the Bures-Fisher metric for quantum states. The…

In this work, we derive information-theoretic properties for a modified Tsallis entropy, hereinafter referred to as q-entropy. We introduce the notions of joint q-entropy, conditional q-entropy, relative q-entropy, conditional mutual…

We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial…

We derive the quantum Fisher information for entropy estimation in a Gibbs state and show that it equals the inverse of the heat capacity, which is dual to the temperature Fisher information given by the heat capacity divided by the square…

We define the gauge-equivariant index of a family of elliptic operators invariant with respect to the free action of a family $\GR \to B$ of Lie groups (these families are called ``gauge-invariant families'' in what follows). If the fibers…

We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…

Polynomial series approximations are a central theme in approximation theory due to their utility in an abundance of numerical applications. The two types of series, which are featured most prominently, are Taylor series expansions and…

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

This document describes concisely the ubiquitous class of exponential family distributions met in statistics. The first part recalls definitions and summarizes main properties and duality with Bregman divergences (all proofs are skipped).…

We provide an asymptotic analysis of a nonlinear integro-differential equation which describes the evolutionary dynamics of a population which reproduces sexually and which is subject to selection and competition. The sexual reproduction is…

In this paper, we first introduce and study the notion of random Chebyshev centers. Further, based on the recently developed theory of stable sets, we introduce the notion of random complete normal structure so that we can prove the two…

Uniform laws of large numbers form a cornerstone of Vapnik--Chervonenkis theory, where they are characterized by the finiteness of the VC dimension. In this work, we study uniform convergence phenomena in cartesian product spaces, under…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…