Seite - 396 - in Differential Geometrical Theory of Statistics
Bild der Seite - 396 -
Text der Seite - 396 -
Entropy2016,9, 337
As expected, onlymoves normal to the trajectorywill change at ďŹrst order the value of the
criterion: thedisplacementof thecurveÎłjwill thusbeperformedat t in thenormalbundle toÎłj and
isgiven,upto the (âNi=1 li) â1 term,by:
âŤ
Ί (
Îłj(t)âx
âÎłj(t)âxâ )
N KⲠ(âÎłj(t)âxâ) log(dË(x))dxâÎłâ˛j(t)â
â (âŤ
Ί K (âÎłj(t)âxâ) log(dË(x))dx) ( Îłâ˛â˛j (t)
âÎłâ˛j(t)â )
N
+ (âŤ
Ί dË(x) log(dË(x))dx )( Îłâ˛â˛j (t)
âÎłâ˛j(t)â )
N . (19)
TheďŹrst termintheexpressionwill favormoves towardsareasofhighdensity,while thesecond
andthirdonesaremovingalongnormalvectorandwill straightenthe trajectory. This lastpointcanbe
enlightenedbyconsideringthecaseofasingleplanarcurvewithďŹxedendpoints.
Proposition3. Let a,bbeďŹxedpoints inR2 andKbeakernel as in (7). Thesegment [a,b] is a criticalpoint
for the entropyassociatedwith the curve systeminR2 consistingof single smoothpathswith endpoints a,b.
Proof. Let the segment [a,b] be parametrized as Îł: t â [0,1] â a+ tvwith v the vector (bâ a).
Startingwith theexpression(19), it is clear that thesecondandthirdtermsoccurring in the formula
will vanishas thesecondderivativeofÎł is zero. Letube theunitnormalvector toÎł. Anypoint x
inR2 canbewrittenasx= a+θv+Ξu, θ,ΞâR, so
thatÎł(t)âx=(tâθ)vâΞuandâÎł(t)âxâ=â
(tâθ)2âbâaâ2+Ξ2. Thechangeofvariablesxâ (θ,Ξ)has Jacobianâvâ= âbâaâ. ForaďŹxed
tâ [0,1], itbecomes:
âŤ
R2 ( Îł(t)âx
âÎł(t)âxâ )
N Kâ˛(âÎł(t)âxâ) log(dË(x))dxâÎłâ˛(t)â=
âbâaâ2 âŤ
R âŤ
R âΞâ
(tâθ)2âbâaâ2+Ξ2K Ⲡ(â
(tâθ)2âbâaâ2+Ξ2 )
log(dË(θ,Ξ))dΞdθ. (20)
Thedensity dË for theÎłcurve isexpressed inΞ,θ coordinatesas:
âŤ
[0,1] K (â
(tâθ)2âbâaâ2+Ξ2 )
dt
andisanevenfunction inΞ. Thesameis true forKâ˛(âÎł(t)âxâ). Finally, themapping:
Ξ â âΞâ
(tâθ)2âbâaâ2+Ξ2
is odd for aďŹxed θ, so that thewhole integrand is oddas a functionof Ξ. By theFubini theorem,
integratingďŹrst inΞwill thereforeyieldavanishing integral,provingtheassertion.
The result still holds inRq, the only different aspect being that x is now expanded as x =
a+θv+â qâ1
i=1 Ξiui withui, i = 1,. . . ,qâ1 anorthonormal basis of the orthogonal complement of
Rv inRq. RewritingÎł(t)âx=(tâθ)vââqâ1i=1 Ξiui andâÎł(t)âxâ= â
(tâθ)2âbâaâ2+âqâ1i=1 Ξ2i ,
thesameparityargumentcanbeappliedonanyof thecomponentsΞi, i=1,. . . ,qâ1, showingthat
the integral isvanishing.
Theeffectofcurvestraighteningispresentwhenminimizingtheentropyofawholecurvesystem,
but is counterbalancedbythegatheringeffect.Dependingonthechoiceof thekernelbandwidth,one
or theothereffect isdominant: straightening ispreeminent for lowvalues,beingtheonlyremaining
396
Differential Geometrical Theory of Statistics
- Titel
- Differential Geometrical Theory of Statistics
- Autoren
- FrĂŠdĂŠric 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
- SchlagwĂśrter
- 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