相关论文: Diffeological statistical models, the Fisher metri…
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…
We introduce the notion of the essential tangent bundle of a parametrized measure model and the notion of reduced Fisher metric on a (possibly singular) 2-integrable measure model. Using these notions and a new characterization of…
A statistic on a statistical model is sufficient if it has no information loss, namely, the Fisher metric of the induced model coincides with that of the original model due to Kullback and Ay-Jost-L\^e-Schwachh\"ofer. We introduce a…
In this paper I discuss the relation between the concept of the Fisher metric and the concept of differentiability of a family of probability measures. I compare the concepts of smooth statistical manifolds, differentiable families of…
We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…
The Fisher metric on a manifold of probability distributions is usually treated as a metric on the tangent bundle. In this paper, we focus on the metric on the cotangent bundle induced from the Fisher metric with calling it the Fisher…
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…
On a closed manifold of dimension greater than one, every smooth weak Riemannian metric on the space of smooth positive probability densities, that is invariant under the action of the diffeomorphism group, is a multiple of the Fisher--Rao…
We generalize the classical Fisher information metric on statistical models to $L^p$-metrics on various spaces of differential forms or group of diffeomorphisms. Using this new interpretation from information geometry, we derive several new…
The paper derives new results on the marginal likelihood of a two-way table which clarify the conditions under which Ecological inference is possible and lead to an efficient algorithm for maximizing the exact multinomial likelihood. The…
We show that any area-preserving $C^r$-diffeomorphism of a two-dimensional surface displaying an elliptic fixed point can be $C^r$-perturbed to one exhibiting a chaotic island whose metric entropy is positive, for every $1\le r\le \infty$.…
The Fisher information metric or the Fisher-Rao metric corresponds to a natural Riemannian metric defined on a parameterized family of probability density functions. As in the case of Riemannian geometry, we can define a distance in terms…
The goal of this article is two fold. First, using transcendental shift-like automorphisms of C^k, k > 2 we construct two examples of non-degenerate entire mappings with prescribed ranges. The first example exhibits an entire mapping of…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…
We introduce a new transformation called \emph{relative differential-escort}, which extends the usual differential-escort transformation by relating the change of variable to a reference probability density. As an application of it, we…
When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as…
To any parametric family of states of a finite level quantum system we associate a space of Fisher maps and introduce the natural notions of Cram\'er-Rao-Bhattacharya tensor and Fisher information form. This leads us to an abstract…
Motivated by problems in which data are given over covering generating families, we suggest a new cohomology theory for diffeological spaces, called diffeological \v{C}ech cohomology, which is an exact $ \partial $-functor of the section…
We prove an implicit function theorem for Keller C^k_c-maps from arbitrary real or complex topological vector spaces to Frechet spaces, imposing only a certain metric estimate on the partial differentials. As a tool, we show the…
The unavoidable interaction between a quantum system and the external noisy environment can be mimicked by a sequence of stochastic measurements whose outcomes are neglected. Here we investigate how this stochasticity is reflected in the…