Publication
Title
Information geometry under monotone embedding. Part II: geometry
Author
Abstract
The rho-tau embedding of a parametric statistical model defines both a Riemannian metric, called "rho-tau metric", and an alpha family of rho-tau connections. We give a set of equivalent conditions for such a metric to become Hessian and for the +/- 1-connections to be dually flat. Next we argue that for any choice of strictly increasing functions rho(u) and tau(u) one can construct a statistical model which is Hessian and phi-exponential. The metric derived from the escort expectations is conformally equivalent with the rho-tau metric.
Language
English
Source (journal)
Lecture notes in computer science. - Berlin, 1973, currens
Source (book)
3rd International SEE Conference on Geometric Science of Information, (GSI), NOV 07-09, 2017, Paris, FRANCE
Publication
Cham : Springer international publishing ag , 2017
ISBN
978-3-319-68444-4
978-3-319-68445-1
978-3-319-68444-4
Volume/pages
10589 (2017) , p. 215-222
ISI
000440482500025
Full text (Publisher's DOI)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 07.09.2018
Last edited 06.09.2021
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