Seite - 224 - in Differential Geometrical Theory of Statistics
Bild der Seite - 224 -
Text der Seite - 224 -
Entropy2016,18, 433
(1) Arandomfunction f has theproperty p∗−EXPif
exp(f(x,ξ))≤ ∫
Ξ exp(f(x,ξ))dp∗(ξ) ∀x∈Rm.
(2) Arandomcloseddifferential1-formθhasthepropertyp∗−EXPifeveryx∈Rmhasanopenneighbourhood
Usatisfying the followingconditions,U×Ξ support a randomfunction f subject to tworequirements:
• θ=df,
• f has theproperty p∗−Exp.
(3) An exact homological statisticalmodel [E,π,M,D,Q] has property p∗−EXP if there exists a random
differential1-formθ satisfying the followingconditions
• θhas theproperty p∗−EXP,
• Q= δKVθ.
Localization
Ourpurpose is toexplore therelationshipsbetweenthe theoryofhomological statisticalmodels
andthe theoryof local statisticalmodelas in [18,22],Barndorff-Nielsen1987
Ouraimis toshowthat thecurrent (local) theory isabyproductof the localizationofhomological
models. Thenotionof localizationofhomologicalmodels isbut thenotionof localvanishingtheorem.
Theorem22. Let [E,π,M,D,Q]beahomological statisticalmodel.
(1) [E,π,M,D,Q] is locally exact.
(2) If the [E,π,M,D,Q]has theproperty p∗−EXPthen [E,π,M,D,Q] is locally isomorphic toaclassical
statisticalmodel (Θ,P)as in [18].
TheSketchofProofof (1). Let (U,Φ×φ)bea local chartof [E,π,M,Q].Weset
ΘU=φ(U).
We assume that ΘU is an open convex subset of Rm. Θ supports a system of affine
coordinate functions
θ=(θ1,...,θm).
Wehave
Q(θ,ξ)=∑Qij(θ,ξ)dθidθj.
SinceQ(θ,ξ) isa randomKVcocycleof A˜wehave
δKVQ=0.
The lastequality isequivalent to the followingsystem
∂Qjk
∂θi − ∂Qik
∂θj =0.
Wefixξ∈Ξ. Forevery j therandomdifferential1-formβj isdefinedby
βj(θ,ξ)=∑
i Qijdθi.
Everyβj(θ,ξ) isacocycleof thedeRhamcomplexofΘU.
224
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