Web-Books
in the Austria-Forum
Austria-Forum
Web-Books
Naturwissenschaften
Physik
Differential Geometrical Theory of Statistics
Page - 201 -
  • User
  • Version
    • full version
    • text only version
  • Language
    • Deutsch - German
    • English

Page - 201 - in Differential Geometrical Theory of Statistics

Image of the Page - 201 -

Image of the Page - 201 - in Differential Geometrical Theory of Statistics

Text of the Page - 201 -

Entropy2016,18, 433 Thefirst critiquearises fromrequirement (5). Fromtheviewpointoffiberbundlestherequirement(5) isuseless.ConsidertheCartesianproduct E=Θ×Ξ. That is thesamethingas the trivialfiberbundle E (θ,ξ)→π(θ,ξ)= θ∈Θ. ThereforePθ is therestrictionto thefiberEθ of the functionP. TheSecondCritique Thesecondcritiqueemerges fromtherequirement (1). This requirement (1) is toorestrictive. It excludesmanyinterestingcompactmanifoldssuchas flat tori, euclideansphere, compactLiegroups. TheThirdCritique From the viewpoint of the differential topology the requirement (6) may be damage to the topology ofΘ. When the Fisher information g is singular its kernel is in involution. Thus the topological-geometrical informationthatarecontainedingare transverse to thedistributionKer(g). IfKer(g) is completely integrable thentopologicalandgeometrical informationswhicharecontained ingare transversal to the foliationKer(g). SeePartAof thispaper. Thisends thecriticisms. Tomotivate for deleting the requirement (1)we construct a compact statisticalmodelwhich satisfiesallof therequirementsexcept therequirement (1). LetE bethe tangentbundleof thecircleS1.E is the trivial linebundle S1×R (θ,t)→ θ∈S1. Weconsider the fonctions f,FandPdefinedby f(θ,t)= [sin2( t2θ 1+ t2 )cos2( θ 4 )e−t 2 + π e2 t2], F(θ)= ∫ +∞ −∞ e−f(θ,t)dt, P(θ,t)= e−f(θ,t) F(θ) . The functionP(θ,t)has the followingproperties (i) (i) :P(θ,t) is smooth, (ii) P(0,t)=P(2π,t) ∀t∈R, (iii) the ddθ commuteswith ∫ R , (iv) P(θ,t)≤1 ∀(θ,t)∈S1×R, (v) if0< θ,θ∗<2π thenPθ=P∗θ if andonly ifθ= θ ∗, (vi) ∫+∞ −∞ P(θ,t)dt=1. Thesepropertiesshowthat there isaonetoonecorrespondencebetweenthecircleS1 andasubset of probabilitydensities inR. ThusS1 is a compact 1-dimensionalmanifoldof probabilities in the measurableset (R,β(R)).Hereβ(R) is the familyofBorel subsetsofR. So (S1,P) isacompactparametricmodel for (R,β(R)). 201
back to the  book Differential Geometrical Theory of Statistics"
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
Web-Books
Library
Privacy
Imprint
Austria-Forum
Austria-Forum
Web-Books
Differential Geometrical Theory of Statistics