Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence (Q280680): Difference between revisions
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Property / DOI: 10.3390/e15114732 / rank | |||
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Summary: We demonstrate that the \(q\)-exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space of positive definite matrices. We prove this property via the correspondence between information geometry induced by a deformed potential on the space and the one induced by what we call \(\beta\)-divergence defined on the \(q\)-exponential family with \(q=\beta+1\). The results are fundamental in robust multivariate analysis using the \(q\)-Gaussian family. | |||
Property / review text: Summary: We demonstrate that the \(q\)-exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space of positive definite matrices. We prove this property via the correspondence between information geometry induced by a deformed potential on the space and the one induced by what we call \(\beta\)-divergence defined on the \(q\)-exponential family with \(q=\beta+1\). The results are fundamental in robust multivariate analysis using the \(q\)-Gaussian family. / rank | |||
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Property / Mathematics Subject Classification ID: 62B10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6578403 / rank | |||
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Property / zbMATH Keywords | |||
multivariate \(q\)-Gaussian family | |||
Property / zbMATH Keywords: multivariate \(q\)-Gaussian family / rank | |||
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\( \beta\)-divergence | |||
Property / zbMATH Keywords: \( \beta\)-divergence / rank | |||
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information geometry | |||
Property / zbMATH Keywords: information geometry / rank | |||
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\(\mathrm{GL}(n,\mathbb R)\)-invariance | |||
Property / zbMATH Keywords: \(\mathrm{GL}(n,\mathbb R)\)-invariance / rank | |||
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Property / zbMATH Keywords | |||
\(V\)-potential | |||
Property / zbMATH Keywords: \(V\)-potential / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.3390/e15114732 / rank | |||
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Property / OpenAlex ID: W2040594593 / rank | |||
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Latest revision as of 13:16, 9 December 2024
scientific article
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English | Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence |
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Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence (English)
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10 May 2016
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Summary: We demonstrate that the \(q\)-exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space of positive definite matrices. We prove this property via the correspondence between information geometry induced by a deformed potential on the space and the one induced by what we call \(\beta\)-divergence defined on the \(q\)-exponential family with \(q=\beta+1\). The results are fundamental in robust multivariate analysis using the \(q\)-Gaussian family.
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multivariate \(q\)-Gaussian family
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\( \beta\)-divergence
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information geometry
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\(\mathrm{GL}(n,\mathbb R)\)-invariance
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\(V\)-potential
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