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Title
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Information geometry under monotone embedding. Part II: geometry
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Author
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Abstract
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| 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. |
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Language
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English
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Source (journal)
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Lecture notes in computer science. - Berlin, 1973, currens
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Source (book)
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3rd International SEE Conference on Geometric Science of Information, (GSI), NOV 07-09, 2017, Paris, FRANCE
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Publication
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Cham
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Springer international publishing ag
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2017
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ISBN
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978-3-319-68445-1
978-3-319-68444-4
978-3-319-68444-4
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DOI
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10.1007/978-3-319-68445-1_25
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Volume/pages
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10589
(2017)
, p. 215-222
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ISI
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000440482500025
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Full text (Publisher's DOI)
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