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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…

数学物理 · 物理学 2015-06-03 Jan Naudts , Ben Anthonis

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}…

微分几何 · 数学 2015-06-04 Mathieu Molitor

Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its…

统计理论 · 数学 2020-06-23 Patrick Michl

We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…

概率论 · 数学 2016-02-10 Nigel J. Newton

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,…

统计理论 · 数学 2020-06-23 Patrick Michl

Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…

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).…

机器学习 · 计算机科学 2011-05-16 Frank Nielsen , Vincent Garcia

Motivated by the engineering applications of uncertainty quantification, in this work we draw connections between the notions of random quantum states and operations in quantum information with probability distributions commonly encountered…

量子物理 · 物理学 2016-09-27 Kevin Schultz

Chentsov's theorem characterizes the Fisher information metric on statistical models as essentially the only Riemannian metric that is invariant under sufficient statistics. This implies that each statistical model is naturally equipped…

统计理论 · 数学 2017-05-23 James G. Dowty

A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…

广义相对论与量子宇宙学 · 物理学 2009-10-30 Dorje C. Brody , Lane P. Hughston

Normal distribution manifolds play essential roles in the theory of information geometry, so do holonomy groups in classification of Riemannian manifolds. After some necessary preliminaries on information geometry and holonomy groups, it is…

微分几何 · 数学 2014-04-29 Didong Li , Huafei Sun , Chen Tao , Lin Jiu

The classification of Riemannian manifolds by the holonomy group of their Levi-Civita connection picks out many interesting classes of structures, several of which are solutions to the Einstein equations. The classification has two parts.…

微分几何 · 数学 2007-05-23 Richard Cleyton , Andrew Swann

We investigate the construction of exponential families from statistical manifolds, a central problem in information geometry. We prove that every compact statistical manifold admits a singular foliation whose leaves are Hessian manifolds.…

微分几何 · 数学 2026-02-20 Emmanuel Gnandi

We introduce generalized notions of a divergence function and a Fisher information matrix. We propose to generalize the notion of an exponential family of models by reformulating it in terms of the Fisher information matrix. Our methods are…

信息论 · 计算机科学 2013-02-22 Jan Naudts , Ben Anthonis

A Riemannian manifold $(M,\rho)$ is called Einstein if the metric $\rho$ satisfies the condition $\Ric (\rho)=c\cdot \rho$ for some constant $c$. This paper is devoted to the investigation of $G$-invariant Einstein metrics with additional…

微分几何 · 数学 2015-11-26 Andreas Arvanitoyeorgos , V. V. Dzhepko , YU. G. Nikonorov

We derive the general formulas for a special configuration of the sequential warped product semi-Riemannian manifold to be Einstein, where the base-manifold is the product of two manifolds both equipped with a conformal metrics.…

In this dissertation, an abstract formalism extending information geometry is introduced. This framework encompasses a broad range of modelling problems, including possible applications in machine learning and in the information theoretical…

数学物理 · 物理学 2015-01-06 Ben Anthonis

Quantum information geometry studies families of quantum states by means of differential geometry. A new approach is followed with the intention to facilitate the introduction of a more general theory in subsequent work. To this purpose,…

数学物理 · 物理学 2018-08-01 Jan Naudts

We compute curvatures of a family of tractable metrics on Stiefel manifolds, introduced recently by H{\"u}per, Markina and Silva Leite, which includes the well-known embedded and canonical metrics on Stiefel manifolds as special cases. The…

微分几何 · 数学 2023-07-11 Du Nguyen

A Stiefel manifold of the compact type is often encountered in many fields of Engineering including, signal and image processing, machine learning, numerical optimization and others. The Stiefel manifold is a Riemannian homogeneous space…

计算机视觉与模式识别 · 计算机科学 2017-08-02 Rudrasis Chakraborty , Baba Vemuri
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