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Entropy2016,18, 433
AppendixA.4. The InformationGeometry
Let (Ξ,Ω)beatransitivemeasurableandlet
M=[E,π,M,D,p]
beanobjectofGM(Ξ,Ω). LetgbetheFisher informationofM. Let
{∇α, α∈R}
bethe familyofα-connectionsofM.Wedefinethe followingnumerical invariant
rb(M)=min
[α∈R] {
dim(M)−rb(∇α) }
.
TheoremA4. InM the followingassertionsare equivalent.
(1) rb(M)=0,
(2) M is anexponential family.
CorollaryA1. AssumethatM is regular, viz g ispositivedefinite, then the followingassertionsare equivalent
(1) rb(M)=0,
(2) rb(M,g)=0,
AppendixA.5. TheDifferentialTopologyof aRiemannianManifold
ARiemannianmanifold(M,g) , (whoseLevi-Civitaconnectionisdenotedby∇∗), iscalledspecial if
J∇∗ =0
TheoremA5. AspecialpositiveRiemannianmanifold(M,g)has the followingproperties
(1) (M,g)admitsageodesicflatHessian foliation
[F,g|F,∇∗].
(2) The leavesofF are theorbits of abi-invariantaffineCartan-Liegroup (G˜,∇˜).
(3) Thebi-invariantaffineCartan-Liegroup(G˜,∇˜) isgeneratedbyaneffective infinitesimalactionofasimply
connectedbi-invariantaffineLiegroup (G,∇).
References
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232
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