Page - 227 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
isdeïŹnedby
fx(h)= f(h ·x).
LetLâH(M)bethesetof f â âCâ(M)suchthat
fâx âLâ(H),
viz
sup
[hâH] |fx(h)|<â âx.
NowEXP(LâH(M)stands for thesetof f â âLâH(M)suchthat
exp(fâx(h))â€ÎŒ(exp(fâx)) âx.
The functionPfâ(x,h) isdeïŹnedby
Pfâ(x,h)= exp(fâ(x ·h))
ÎŒ(exp(fâx)) .
Thepair (M,Pfâ) isaprobabilitydensity inH.Nowset
fËâ(x,h)= fâ(x ·h)
Therefore thedatum [MĂH,p1,M,â,Pfâ] isastatisticalmodel for (H,P(H)).HereP(M) is the
booleanalgebraofsubsetsofHand p1 is the trivialïŹbrationofMĂHoverM.
Example2:Geometry
WefocusonanexamplewhichplaysasigniïŹcant role inglobalanalysis (andgeometry) insome
typeofboundeddomains [2,3]. Thisexamplerelates thegeometryofKoszulandSouriauLiegroups
thermodynamics [4]andbibliographytherein.
LetCâRmbeaconvexconeandletCâbe itsdual. Thecharacteristic functionofC isdeïŹnedby
C vâ â«
Câ exp(â<v,wâ>)dwâ.
Thisgivesrise to the followingfunction
CĂCâ (v,vâ)âP(v,vâ)= exp(â<v,v
â>)â«
Câ exp(â<v,wâ>)dwâ
So (C,P) isastatisticalmodel for (Câ,dwâ).Heredwâ is thestandardBorelmeasure.
StratiïŹedAnalyticRiemannianFoliations
Reminder.
Werecall that a (regular)Riemannian foliationMis a symmetric bilinear formgâS2(M)having the
followingproperties
(1) rank(g)= constant,
(2) LXg=0âXâG(Ker(g)).
From(2)one easilydeduces thatKer(g) is in involution. By thevirtueofTheoremofFrobenius (1) and (2)
imply thatKer(g) is completely integrable.
Inthecategoryofdifferentiablemanifolds,notall involutivesingulardistributionsarecompletely integrable.
Nevertheless, that is true in the categoryof analyticmanifolds [62].
227
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