Asymmetric Topologies on Statistical Manifolds
Information Theory
2015-10-07 v2 Functional Analysis
General Topology
math.IT
Abstract
Asymmetric information distances are used to define asymmetric norms and quasimetrics on the statistical manifold and its dual space of random variables. Quasimetric topology, generated by the Kullback-Leibler (KL) divergence, is considered as the main example, and some of its topological properties are investigated.
Keywords
Cite
@article{arxiv.1507.08229,
title = {Asymmetric Topologies on Statistical Manifolds},
author = {Roman V. Belavkin},
journal= {arXiv preprint arXiv:1507.08229},
year = {2015}
}
Comments
8 pages, in Proceedings of the Second International Conference, GSI 2015, Palaiseau, France, October 28-30, 2015