Related papers: Geometry of escort distributions
The relative $\alpha$-entropy is the R\'enyi analog of relative entropy and arises prominently in information-theoretic problems. Recent information geometric investigations on this quantity have enabled the generalization of the…
We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
Common statistical measures of uncertainty such as $p$-values and confidence intervals quantify the uncertainty due to sampling, that is, the uncertainty due to not observing the full population. However, sampling is not the only source of…
The Fisher-Rao distance is the geodesic distance between probability distributions in a statistical manifold equipped with the Fisher metric, which is a natural choice of Riemannian metric on such manifolds. It has recently been applied to…
A nonextensive thermostatic approach to chaotic dynamical systems is developed by expressing generalized Tsallis distribution as escort distribution. We explicitly show the thermodynamic limit and also derive the Legendre Transform…
In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…
The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is…
This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…
We propose an information-geometric signature of nonconservative driving that detects violations of detailed balance using the Kullback--Leibler divergence and the Fisher information. For Markov jump processes satisfying detailed balance,…
The scaling theory of Anderson localization is based on a global conductance $g_L$ that remains a random variable of order O(1) at criticality. One realization of such a conductance is the Landauer transmission for many transverse channels.…
The space of probability distributions on a given sample space possesses natural geometric properties. For example, in the case of a smooth parametric family of probability distributions on the real line, the parameter space has a…
We consider the problem of sampling from a probability distribution $\pi$. It is well known that this can be written as an optimisation problem over the space of probability distributions in which we aim to minimise the Kullback--Leibler…
We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…
Closed-form expressions for the distributions of the order statistics on the spacings between order statistics for the uniform distribution are obtained. This generalizes a result by Fisher concerning tests of significance in the harmonic…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
In this paper, first, we survey the concept of diffeological Fisher metric and its naturality, using functorial language of probability morphisms, and slightly extending L\^e's theory in \cite{Le2020} to include weakly $C^k$-diffeological…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this…
$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…