Page - 226 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
Let [E,Ï,M,D,p]beanobjectof thecategoryGM(Î,Ω).Weset
Qp=D2log(p).
Theforeweget theexacthomological statisticalmodel
Mp=[E,Ï,M,D,Qp]
So the notion of vanishing theorem has signiïŹcant impacts on the information geometry.
To simplify an exactmodelswhich having the property pââExp (for someprobabily space) are
iscalledExpâmodels.
Theorem23. Thenotation is thatusedpreviously.
(1) ThecategoryGM(Î,Ω) is a subcategoryof the categoryEXHSM(Î,Ω).
(2) Ojects ofGM(Î,Ω)buthomologicalExpâmodels.
Reminder:NewInsigts.
(1.1) The InformationGEometry is thegeometryof statisticalmodels.
(1.2) The Information topology is the topologyof statisticalmodels.
(2.1) Thehomologicalnatureof the InformationGeometry.
(2.2) What is a statisticalmodel? Theanswer to thequestionraisedbyMcCullaghshouldbe:Astatisticalmodel
is aGlobalVanishingTheoremin the theoryofhomologicalmodels.
(2.3) A local statisticalmodel is aLocalVanishingTheoremin the theoryofhomologicalmodels.
11.TheHomologicalStatisticalModelsandtheGeometryofKoszul
Our purpose is to to relate the category of homological statisticalmodels and the geometry
ofKoszul. This relationship isbasedonthe localizationofhomological statisticalmodels.
Proposition12. EXPHEHSM(Î,Ω) stands for the subcategorywhoseobjects areHessianExp-models.
(1) Theholomogicalmap leads to the functorofEXPHEHSM(Ă,Ω) in the categoryofHessianstructures
in (M,D)
[E,Ï,M,D,Q]â (M,D,QË).
(2) IfMis compact then the subcategoryof exactHessianhomologicalExp-modelsEXPHYHSM(Î,Ω) is
sent in the categoryofhyperbolic structure in in (M,D).
12. Examples
Thissection isdevotedtoafewexamples. Theconstruction involvessomebasicnotionsof the
differential topology.
Example1:Dynamics
Weconsidera triple [MĂH,p1,M,â].Here (M,â) isacompact locallyïŹatmanifold, (H,dÎŒ) is
anamenablegroup. There isaneffectiveafïŹneaction
HĂ(M,â)â (M,â).
Let f âCâ(M)andxâM. The function
fx :HâR
226
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