Page - 224 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
(1) Arandomfunction f has theproperty pââEXPif
exp(f(x,Ξ))⤠âŤ
Î exp(f(x,Ξ))dpâ(Ξ) âxâRm.
(2) Arandomcloseddifferential1-formθhasthepropertypââEXPifeveryxâRmhasanopenneighbourhood
Usatisfying the followingconditions,UĂÎ support a randomfunction f subject to tworequirements:
⢠θ=df,
⢠f has theproperty pââExp.
(3) An exact homological statisticalmodel [E,Ď,M,D,Q] has property pââEXP if there exists a random
differential1-formθ satisfying the followingconditions
⢠θhas theproperty pââEXP,
⢠Q= δKVθ.
Localization
Ourpurpose is toexplore therelationshipsbetweenthe theoryofhomological statisticalmodels
andthe theoryof local statisticalmodelas in [18,22],Barndorff-Nielsen1987
Ouraimis toshowthat thecurrent (local) theory isabyproductof the localizationofhomological
models. Thenotionof localizationofhomologicalmodels isbut thenotionof localvanishingtheorem.
Theorem22. Let [E,Ď,M,D,Q]beahomological statisticalmodel.
(1) [E,Ď,M,D,Q] is locally exact.
(2) If the [E,Ď,M,D,Q]has theproperty pââEXPthen [E,Ď,M,D,Q] is locally isomorphic toaclassical
statisticalmodel (Î,P)as in [18].
TheSketchofProofof (1). Let (U,ÎŚĂĎ)bea local chartof [E,Ď,M,Q].Weset
ÎU=Ď(U).
We assume that ÎU is an open convex subset of Rm. Î supports a system of afďŹne
coordinate functions
θ=(θ1,...,θm).
Wehave
Q(θ,Ξ)=âQij(θ,Ξ)dθidθj.
SinceQ(θ,Ξ) isa randomKVcocycleof AËwehave
δKVQ=0.
The lastequality isequivalent to the followingsystem
âQjk
âθi â âQik
âθj =0.
WeďŹxΞâÎ. Forevery j therandomdifferential1-formβj isdeďŹnedby
βj(θ,Ξ)=â
i Qijdθi.
Everyβj(θ,Ξ) isacocycleof thedeRhamcomplexofÎU.
224
Differential Geometrical Theory of Statistics
- Title
- Differential Geometrical Theory of Statistics
- Authors
- FrĂŠdĂŠric 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