Seite - 226 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
Let [E,π,M,D,p]beanobjectof thecategoryGM(Ξ,Ω).Weset
Qp=D2log(p).
Theforeweget theexacthomological statisticalmodel
Mp=[E,π,M,D,Qp]
So the notion of vanishing theorem has significant impacts on the information geometry.
To simplify an exactmodelswhich having the property p∗−Exp (for someprobabily space) are
iscalledExp−models.
Theorem23. Thenotation is thatusedpreviously.
(1) ThecategoryGM(Ξ,Ω) is a subcategoryof the categoryEXHSM(Ξ,Ω).
(2) Ojects ofGM(Ξ,Ω)buthomologicalExp−models.
Reminder:NewInsigts.
(1.1) The InformationGEometry is thegeometryof statisticalmodels.
(1.2) The Information topology is the topologyof statisticalmodels.
(2.1) Thehomologicalnatureof the InformationGeometry.
(2.2) What is a statisticalmodel? Theanswer to thequestionraisedbyMcCullaghshouldbe:Astatisticalmodel
is aGlobalVanishingTheoremin the theoryofhomologicalmodels.
(2.3) A local statisticalmodel is aLocalVanishingTheoremin the theoryofhomologicalmodels.
11.TheHomologicalStatisticalModelsandtheGeometryofKoszul
Our purpose is to to relate the category of homological statisticalmodels and the geometry
ofKoszul. This relationship isbasedonthe localizationofhomological statisticalmodels.
Proposition12. EXPHEHSM(Ξ,Ω) stands for the subcategorywhoseobjects areHessianExp-models.
(1) Theholomogicalmap leads to the functorofEXPHEHSM(ß,Ω) in the categoryofHessianstructures
in (M,D)
[E,π,M,D,Q]→ (M,D,Q˜).
(2) IfMis compact then the subcategoryof exactHessianhomologicalExp-modelsEXPHYHSM(Ξ,Ω) is
sent in the categoryofhyperbolic structure in in (M,D).
12. Examples
Thissection isdevotedtoafewexamples. Theconstruction involvessomebasicnotionsof the
differential topology.
Example1:Dynamics
Weconsidera triple [M×H,p1,M,∇].Here (M,∇) isacompact locallyflatmanifold, (H,dμ) is
anamenablegroup. There isaneffectiveaffineaction
H×(M,∇)→ (M,∇).
Let f ∈C∞(M)andx∈M. The function
fx :H→R
226
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