Page - 91 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 386
ButasΠL=nL,wecandeduce
that:〈
nL,M−1nRM 〉
= 〈ΠR,nR〉
withM= [
R1/2 m
0 1 ]
, nL= [
R−1/2 .
R 1/2 R−1/2 .m
0 0 ]
andηR= [
R−1/2 .
R 1/2 .
m−R−1/2 .R1/2 .m
0 0 ]
⇒ΠR= [
R−1/2 .
R 1/2 +R−1 .mmT R−1 .m
0 0 ] (208)
Then, theoperator that transformtherightalgebra to itsdualalgebra isgivenby:
βM : g→ g∗
nR= [
ηR1 ηR2
0 0 ]
→ΠR= [
ηR1 ( 1+mTR−1m ) +ηR2mTR−1 ηR1R−1m+R−1ηR2
0 0 ]
(209)
There isanoperator tochangetheviewofalgebra. Therefore, there isanoperator thatdid the
sameto thedualalgebra. This is called theco-adjointoperatorandit is theconjugateactionof theLie
grouponitsdualalgebra:{
Ad∗ :G×g∗→ g
M,η →Ad∗Mη with 〈Ad∗Mη,n〉= 〈η,AdMn〉wheren∈ g (210)
Wecanthendevelopthisexpressionforouruse in thecaseofanaffinesup-group.Wefind:
⎧⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎩ M= [
A b
0 1 ]
∈G
η= [
η1 η2
0 0 ]
∈ g∗
n= [
n1 n2
0 0 ]
∈ g ⇒ ⎧⎪⎪⎨⎪⎪⎩ 〈 Ad∗Mη,n 〉
= 〈η,AdMn〉= 〈 η,MnM−1 〉
〈 Ad∗Mη,n 〉
= 〈[
η1−η2bT Aη2
0 0 ]
,n 〉 ⇒Ad∗Mη= [ η1−η2bT Aη2
0 0 ]
(211)
andwecanalsoobserve that:
Ad∗M−1η= [
η1+Aη2bT Aη2
0 0 ]
(212)
Similarly thereexists the followingrelationbetweenthe leftandtherightalgebras:
Ad∗MΠR=ΠL andAd∗M−1ΠL=ΠR (213)
Aswehavedefineda commutator on theLie algebra, it is possible todefineoneon its dual
algebra. Thiscommutatoronthedualalgebracanalsobedefinedusingtheoperatorexpressingthe
combinedactionof thealgebraof itsdualalgebra. Thisoperator
iscalledtheco-adjointoperator:{
ad∗ : g×g∗→ g∗
n,η → ad∗nη with 〈ad∗nη,κ〉= 〈η,adnκ〉whereκ∈ g (214)
Wecandevelopthisco-adjointoperatoron itsdualalgebra forouruse-case:
91
Differential Geometrical Theory of Statistics
- Title
- Differential Geometrical Theory of Statistics
- Authors
- Frédéric Barbaresco
- Frank Nielsen
- Editor
- MDPI
- Location
- Basel
- Date
- 2017
- Language
- English
- License
- CC BY-NC-ND 4.0
- ISBN
- 978-3-03842-425-3
- Size
- 17.0 x 24.4 cm
- Pages
- 476
- Keywords
- Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
- Categories
- Naturwissenschaften Physik