Seite - 98 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 386
WecanrewriteAdMβwiththe following identification:
AdMβ= ⎡⎢⎣ 12Ω−1 −Ω−1n
0 0 ⎤⎥⎦
withΩ=R′1/2RR′−1/2 andn= (
1
2 m′+R′1/2m ) (249)
Wehave then todevelop ξˆ(AdM(β)), that is to say ξˆ(β) after action of the groupon theLie
algebra forβ, givenbyAdM(β). Byanalogyofstructurebetween ξˆ(β)andβ,wecanwrite:
β= ⎡⎣ 12R−1 −R−1m
0 0 ⎤⎦
ξˆ(β)= [
R+mmT m
0 0 ] ⎫⎪⎪⎪⎪⎪⎪⎬⎪⎪⎪⎪⎪⎪⎭ ⇒ ⎧⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎩ AdMβ= ⎡⎣ 12Ω−1 −Ω−1n
0 0 ⎤⎦
ξˆ(AdM(β))= [
Ω+nnT n
0 0 ] (250)
We have then to identify the cocycle θ(M) from ξˆ(AdM(β)) = Ad∗M(ξˆ) + θ(M)
⇒ θ(M)= ξˆ(AdM(β))−Ad∗Mξˆ where:
Ad∗Mξˆ= [
R+mmT−mm′T R′1/2m
0 0 ]
(251)
ξˆ(AdM(β))= ⎡⎣ R′1/2RR′−1/2+(12m′+R′1/2m)(12m′+R′1/2m)T (12m′+R′1/2m)
0 0 ⎤⎦ (252)
Thecocycle is thengivenby:
θ(M)= ⎡⎣ R′1/2RR′−1/2+(12m′+R′1/2m)(12m′+R′1/2m)T (12m′+R′1/2m)
0 0 ⎤⎦−[ R+mmT−mm′T R′1/2m
0 0 ]
θ(M)= ⎡⎢⎣ (
R′1/2RR′−1/2−R )
+ (
R′1/2mmTR′1/2T−mmT )
+ (
1
2m ′mTR′1/2T+ 1
2 R′1/2mm′T−mm′T )
1
2m ′
0 0 ⎤⎥⎦ (253)
Fromθ(M)= ξˆ(AdM(β))−Ad∗Mξˆ,wecancomputecocycle inLiealgebra
Θ=Teθ (254)
usedtodefinethe tensor:
Θ˜(X,Y) : g×g→
X,Y → 〈Θ(X),Y〉 (255)
In this secondpart,wewill compute theSouriau-Fishermetricgivenby:
gβ([β,Z1] , [β,Z2])= Θ˜β(Z1, [β,Z2]) (256)
with
Θ˜β(Z1,Z2)= Θ˜(Z1,Z2)+ 〈
ξˆ,adZ1Z2 〉
= 〈Θ(Z1),Z2〉+ 〈
ξˆ, [Z1,Z2] 〉
(257)
gβ([β,Z1] , [β,Z2])= Θ˜β(Z1, [β,Z2])= Θ˜(Z1, [β,Z2])+ 〈
ξˆ, [Z1, [β,Z2]] 〉
= 〈Θ(Z1) , [β,Z2]〉+ 〈
ξˆ, [Z1, [β,Z2]] 〉 (258)
98
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
- Kategorien
- Naturwissenschaften Physik