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Differential Geometrical Theory of Statistics
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Entropy2016,18, 433 isdeïŹnedby fx(h)= f(h ·x). LetL∞H(M)bethesetof f ∗ ∈C∞(M)suchthat f∗x ∈L∞(H), viz sup [h∈H] |fx(h)|<∞ ∀x. NowEXP(L∞H(M)stands for thesetof f ∗ ∈L∞H(M)suchthat exp(f∗x(h))≀Ό(exp(f∗x)) ∀x. The functionPf∗(x,h) isdeïŹnedby Pf∗(x,h)= exp(f∗(x ·h)) ÎŒ(exp(f∗x)) . Thepair (M,Pf∗) isaprobabilitydensity inH.Nowset f˜∗(x,h)= f∗(x ·h) Therefore thedatum [M×H,p1,M,∇,Pf∗] isastatisticalmodel for (H,P(H)).HereP(M) is the booleanalgebraofsubsetsofHand p1 is the trivialïŹbrationofM×HoverM. Example2:Geometry WefocusonanexamplewhichplaysasigniïŹcant role inglobalanalysis (andgeometry) insome typeofboundeddomains [2,3]. Thisexamplerelates thegeometryofKoszulandSouriauLiegroups thermodynamics [4]andbibliographytherein. LetC⊂RmbeaconvexconeandletC∗be itsdual. Thecharacteristic functionofC isdeïŹnedby C v→ ∫ C∗ exp(−<v,w∗>)dw∗. Thisgivesrise to the followingfunction C×C∗ (v,v∗)→P(v,v∗)= exp(−<v,v ∗>)∫ C∗ exp(−<v,w∗>)dw∗ So (C,P) isastatisticalmodel for (C∗,dw∗).Heredw∗ is thestandardBorelmeasure. StratiïŹedAnalyticRiemannianFoliations Reminder. Werecall that a (regular)Riemannian foliationMis a symmetric bilinear formg∈S2(M)having the followingproperties (1) rank(g)= constant, (2) LXg=0∀X∈G(Ker(g)). From(2)one easilydeduces thatKer(g) is in involution. By thevirtueofTheoremofFrobenius (1) and (2) imply thatKer(g) is completely integrable. Inthecategoryofdifferentiablemanifolds,notall involutivesingulardistributionsarecompletely integrable. Nevertheless, that is true in the categoryof analyticmanifolds [62]. 227
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