Page - 396 - in Differential Geometrical Theory of Statistics
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Entropy2016,9, 337
As expected, onlymoves normal to the trajectorywill change at ļ¬rst order the value of the
criterion: thedisplacementof thecurveγjwill thusbeperformedat t in thenormalbundle toγj and
isgiven,upto the (āNi=1 li) ā1 term,by:
ā«
Ī© (
γj(t)āx
āγj(t)āxā )
N Kā² (āγj(t)āxā) log(dĖ(x))dxāγā²j(t)ā
ā (ā«
Ī© K (āγj(t)āxā) log(dĖ(x))dx) ( γā²ā²j (t)
āγā²j(t)ā )
N
+ (ā«
Ī© dĖ(x) log(dĖ(x))dx )( γā²ā²j (t)
āγā²j(t)ā )
N . (19)
Theļ¬rst termintheexpressionwill favormoves towardsareasofhighdensity,while thesecond
andthirdonesaremovingalongnormalvectorandwill straightenthe trajectory. This lastpointcanbe
enlightenedbyconsideringthecaseofasingleplanarcurvewithļ¬xedendpoints.
Proposition3. Let a,bbeļ¬xedpoints inR2 andKbeakernel as in (7). Thesegment [a,b] is a criticalpoint
for the entropyassociatedwith the curve systeminR2 consistingof single smoothpathswith endpoints a,b.
Proof. Let the segment [a,b] be parametrized as γ: t ā [0,1] ā a+ tvwith v the vector (bā a).
Startingwith theexpression(19), it is clear that thesecondandthirdtermsoccurring in the formula
will vanishas thesecondderivativeofγ is zero. Letube theunitnormalvector toγ. Anypoint x
inR2 canbewrittenasx= a+Īøv+ξu, Īø,ξāR, so
thatγ(t)āx=(tāĪø)vāξuandāγ(t)āxā=ā
(tāĪø)2ābāaā2+ξ2. Thechangeofvariablesxā (Īø,ξ)has Jacobianāvā= ābāaā. Foraļ¬xed
tā [0,1], itbecomes:
ā«
R2 ( γ(t)āx
āγ(t)āxā )
N Kā²(āγ(t)āxā) log(dĖ(x))dxāγā²(t)ā=
ābāaā2 ā«
R ā«
R āξā
(tāĪø)2ābāaā2+ξ2K ā² (ā
(tāĪø)2ābāaā2+ξ2 )
log(dĖ(Īø,ξ))dξdĪø. (20)
Thedensity dĖ for theγcurve isexpressed inξ,Īø coordinatesas:
ā«
[0,1] K (ā
(tāĪø)2ābāaā2+ξ2 )
dt
andisanevenfunction inξ. Thesameis true forKā²(āγ(t)āxā). Finally, themapping:
ξ ā āξā
(tāĪø)2ābāaā2+ξ2
is odd for aļ¬xed Īø, so that thewhole integrand is oddas a functionof ξ. By theFubini theorem,
integratingļ¬rst inξwill thereforeyieldavanishing integral,provingtheassertion.
The result still holds inRq, the only different aspect being that x is now expanded as x =
a+Īøv+ā qā1
i=1 ξiui withui, i = 1,. . . ,qā1 anorthonormal basis of the orthogonal complement of
Rv inRq. Rewritingγ(t)āx=(tāĪø)vāāqā1i=1 ξiui andāγ(t)āxā= ā
(tāĪø)2ābāaā2+āqā1i=1 ξ2i ,
thesameparityargumentcanbeappliedonanyof thecomponentsξi, i=1,. . . ,qā1, showingthat
the integral isvanishing.
Theeffectofcurvestraighteningispresentwhenminimizingtheentropyofawholecurvesystem,
but is counterbalancedbythegatheringeffect.Dependingonthechoiceof thekernelbandwidth,one
or theothereffect isdominant: straightening ispreeminent for lowvalues,beingtheonlyremaining
396
Differential Geometrical Theory of Statistics
- Title
- Differential Geometrical Theory of Statistics
- Authors
- FrƩdƩric 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