Page - 207 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
supports anonnegative realvalued functionPU subject to the followingrequirements.
[ρ1.1]: For everyfixedξ∈Ξ the function
ΘU θ→PU(θ,ξ)
isdifferentiable.
[ρ1.2]: For everyfixedθ∈ΘU the triple
(Ξ,Ω,PU(θ,−))
is aprobability space. Further the operationof integration ∫
Ξ commuteswith the operationofdifferentiation
dθ = ddθ .
[ρ1.3]: Let (U,ΦU×φU,PU)and (U∗,ΦU∗×φU∗,PU∗)beas in [ρ1.1]and in [ρ1.2].
IfU∩U∗ =∅ thenPU,PU∗ andγUU∗ are relatedby the formula
PU∗ ◦γUU∗=PU.
[ρ1.4]: LetU⊂ Mbe an open subset and let γ ∈ Γ. Let us assume that bothU and γ ·Uare domains of
local charts
(U,ΦU×φU,PU)
and
(γ ·U,Φγ·U×φγ·U,Pγ·U).
Weassumethat those local charts satisfyρ1.1,ρ1.2 andρ1.3. Then the relations
Φγ·U◦γ=γ◦ΦU,
φγ·U◦γ=γ◦φU,
implies the equality
Pγ·U◦γ=PU·
AComment.
Actually, ([ρ1.3])has the followingmeaning:
PU∗[γ˜UU∗ ·θU(e),γUU∗ ·ξU(e)]=PU(θU(e),ξU(e))
∀e∈EU∩U∗.
TheFigure4represents (ρ1.3)
E∗E
E∗E
M M∗
M∗M
π∗
γ
π γ Φ
γ
Φ
φ φ
Figure4.Moduli.
This ends the comment.
207
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