Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence (Q280680): Difference between revisions

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.