相关论文: Chentsov's theorem for exponential families

Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

We study various information-theoretic measures and the information geometry of the Poincar\'e distributions and the related hyperboloid distributions, and prove that their statistical mixture models are universal density estimators of…

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

Tsallis and R\'{e}nyi entropies, which are monotone transformations of each other, are deformations of the celebrated Shannon entropy. Maximization of these deformed entropies, under suitable constraints, leads to the $q$-exponential family…

Fluctuation geometry was recently proposed as a counterpart approach of Riemannian geometry of inference theory. This theory describes the geometric features of the statistical manifold $\mathcal{M}$ of random events that are described by a…

Let $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ be $n$ pairs of independent random variables. We assume that, for each $i\in\{1,\ldots,n\}$, the conditional distribution of $Y_{i}$ given $W_{i}$ belongs to a one-parameter exponential…

The results received in works [Centsov N.N. [N.N. Chentsov], Statistical decision rules and optimal inference, 1982 Amer. Math. Soc. (Translated from Russian); Morozova, E. A., Chentsov, N. N. Natural geometry of families of probability…

Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…

Random fields are useful mathematical objects in the characterization of non-deterministic complex systems. A fundamental issue in the evolution of dynamical systems is how intrinsic properties of such structures change in time. In this…

We present several infinite families of potential modular data motivated by examples of Drinfeld centers of quadratic categories. In each case, the input is a pair of involutive metric groups with Gauss sums differing by a sign, along with…

In the classic view introduced by R. A. Fisher, a quantitative trait is encoded by many loci with small, additive effects. Recent advances in QTL mapping have begun to elucidate the genetic architectures underlying vast numbers of…

We combine an axiomatics of R\'{e}nyi with the $q$--deformed version of Khinchin axioms to obtain a measure of information (i.e., entropy) which accounts both for systems with embedded self-similarity and non-extensivity. We show that the…

We present two extended forms of Fisher information that fit well in the context of nonextensive thermostatistics. We show that there exists an interplay between these generalized Fisher information, the generalized $q$-Gaussian…

We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.

In this brief note we compute the Fisher information of a family of generalized normal distributions. Fisher information is usually defined for regular distributions, i.e. continuously differentiable (log) density functions whose support…

In this paper, our objective is to find out the determining factors of Chernoff information in distinguishing a set of Gaussian trees. In this set, each tree can be attained via an edge removal and grafting operation from another tree. This…

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…

We prove Chernoff style exponential concentration bounds for classical quantum soft covering generalising previous works which gave bounds only in expectation. Our first result is an exponential concentration bound for fully smooth…