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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
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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