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Entropy2016,18, 386 ButasΠL=nL,wecandeduce that:〈 nL,M−1nRM âŒȘ = 〈ΠR,nR〉 withM= [ R1/2 m 0 1 ] , nL= [ R−1/2 . R 1/2 R−1/2 .m 0 0 ] andηR= [ R−1/2 . R 1/2 . m−R−1/2 .R1/2 .m 0 0 ] ⇒ΠR= [ R−1/2 . R 1/2 +R−1 .mmT R−1 .m 0 0 ] (208) Then, theoperator that transformtherightalgebra to itsdualalgebra isgivenby: ÎČM : g→ g∗ nR= [ ηR1 ηR2 0 0 ] →ΠR= [ ηR1 ( 1+mTR−1m ) +ηR2mTR−1 ηR1R−1m+R−1ηR2 0 0 ] (209) There isanoperator tochangetheviewofalgebra. Therefore, there isanoperator thatdid the sameto thedualalgebra. This is called theco-adjointoperatorandit is theconjugateactionof theLie grouponitsdualalgebra:{ Ad∗ :G×g∗→ g M,η →Ad∗Mη with 〈Ad∗Mη,n〉= ă€ˆÎ·,AdMn〉wheren∈ g (210) Wecanthendevelopthisexpressionforouruse in thecaseofanafïŹnesup-group.WeïŹnd: ⎧âŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘ⎚âŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘâŽȘ⎩ M= [ A b 0 1 ] ∈G η= [ η1 η2 0 0 ] ∈ g∗ n= [ n1 n2 0 0 ] ∈ g ⇒ ⎧âŽȘâŽȘ⎚âŽȘâŽȘ⎩ 〈 Ad∗Mη,n âŒȘ = ă€ˆÎ·,AdMn〉= 〈 η,MnM−1 âŒȘ 〈 Ad∗Mη,n âŒȘ = 〈[ η1−η2bT Aη2 0 0 ] ,n âŒȘ ⇒Ad∗Mη= [ η1−η2bT Aη2 0 0 ] (211) andwecanalsoobserve that: Ad∗M−1η= [ η1+Aη2bT Aη2 0 0 ] (212) Similarly thereexists the followingrelationbetweenthe leftandtherightalgebras: Ad∗MΠR=ΠL andAd∗M−1ΠL=ΠR (213) AswehavedeïŹneda commutator on theLie algebra, it is possible todeïŹneoneon its dual algebra. ThiscommutatoronthedualalgebracanalsobedeïŹnedusingtheoperatorexpressingthe combinedactionof thealgebraof itsdualalgebra. Thisoperator iscalledtheco-adjointoperator:{ ad∗ : g×g∗→ g∗ n,η → ad∗nη with 〈ad∗nη,Îș〉= ă€ˆÎ·,adnÎș〉whereÎș∈ g (214) Wecandevelopthisco-adjointoperatoron itsdualalgebra forouruse-case: 91
zurĂŒck zum  Buch Differential Geometrical Theory of Statistics"
Differential Geometrical Theory of Statistics
Titel
Differential Geometrical Theory of Statistics
Autoren
Frédéric Barbaresco
Frank Nielsen
Herausgeber
MDPI
Ort
Basel
Datum
2017
Sprache
englisch
Lizenz
CC BY-NC-ND 4.0
ISBN
978-3-03842-425-3
Abmessungen
17.0 x 24.4 cm
Seiten
476
Schlagwörter
Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
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Differential Geometrical Theory of Statistics