Related papers: Applications of Structural Statistics: Geometric I…
Exponential families are a particular class of statistical manifolds which are particularly important in statistical inference, and which appear very frequently in statistics. For example, the set of normal distributions, with mean {\mu}…
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).…
This paper mainly contributes to a classification of statistical Einstein manifolds, namely statistical manifolds at the same time are Einstein manifolds. A statistical manifold is a Riemannian manifold, each of whose points is a…
The exponential family of models is defined in a general setting, not relying on probability theory. Some results of information geometry are shown to remain valid. Exponential families both of classical and of quantum mechanical…
Many common probability distributions in statistics like the Gaussian, multinomial, Beta or Gamma distributions can be studied under the unified framework of exponential families. In this paper, we prove that both R\'enyi and Tsallis…
In information geometry, generalized exponential families and statistical manifolds with curvature are under active investigation in recent years. In this paper we consider the statistical manifold induced by a logarithmic…
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with difficulties in computing maximum…
Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the…
The article is devoted to the study of exponential statistical structures of type B, which constitute a subclass of exponential families of probability distributions. This class is characterized by a number of analytical and probabilistic…
In many applications, the curvature of the space supporting the data makes the statistical modelling challenging. In this paper we discuss the construction and use of probability distributions wrapped around manifolds using exponential…
Many statistical models are algebraic in that they are defined in terms of polynomial constraints, or in terms of polynomial or rational parametrizations. The parameter spaces of such models are typically semi-algebraic subsets of the…
Statistical inference for exponential-family models of random graphs with dependent edges is challenging. We stress the importance of additional structure and show that additional structure facilitates statistical inference. A simple…
Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Exponential families are statistical models which are the workhorses in statistics, information theory, and machine learning among others. An exponential family can either be normalized subtractively by its cumulant or free energy function…
We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate…
In this paper, we give a method to construct "good" exponential families systematically by representation theory. More precisely, we consider a homogeneous space $G/H$ as a sample space and construct an exponential family invariant under…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
We describe a procedure to introduce general dependence structures on a set of random variables. These include order-$q$ moving average-type structures, as well as seasonal, periodic, spatial and spatio-temporal dependences. The invariant…
The versatility of exponential families, along with their attendant convexity properties, make them a popular and effective statistical model. A central issue is learning these models in high-dimensions, such as when there is some sparsity…