Exponential statistical manifold

DOI10.1007/S10463-006-0096-YMaRDI QIDQ878189zbMATH OpenOpenAlexFDO

Authors Alberto Cena, Giovanni Pistone

Publication date 26 April 2007

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-006-0096-y

zbMATH Keywords

Kullback-Leibler divergenceOrlicz spaceCumulant generating functionalExponential manifoldsInformation geometryMixture manifoldsMoment generating functional

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of functional analysis in probability theory and statistics (46N30) Information theory (general) (94A15) Integration on manifolds; measures on manifolds (58C35)

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Cites work

• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 2095987 (Why is no real title available?)
• scientific article; zbMATH DE number 3893797 (Why is no real title available?)
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
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• Differential geometry of curved exponential families. Curvatures and information loss
• Differential-geometrical methods in statistics
• Dual connections in nonparametric classical information geometry
• Statistical manifold as an affine space: a functional equation approach
• The exponential statistical manifold: mean parameters, orthogonality and space transformations

Cited in

(31)

• Differential analytic aspects of statistical models
• Infinite-dimensional statistical manifolds based on a balanced chart
• Manifolds of differentiable densities
• On -families of probability distributions
• Fisher-Rao Riemannian geometry of equivalent Gaussian measures on Hilbert space
• Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
• A two-parameter family of non-parametric, deformed exponential manifolds
• Estimation with infinite-dimensional exponential family and Fisher divergence
• The exponential Orlicz space in quantum information geometry
• An infinite-dimensional statistical manifold modelled on Hilbert space
• Examples of the application of nonparametric information geometry to statistical physics
• New results on mixture and exponential models by Orlicz spaces
• Information geometry
• Sub-exponentiality in statistical exponential models
• Information geometry formalism for the spatially homogeneous Boltzmann equation
• scientific article; zbMATH DE number 7675473 (Why is no real title available?)
• A generalized quantum relative entropy
• Geometric mean of probability measures and geodesics of Fisher information metric
• scientific article; zbMATH DE number 2095988 (Why is no real title available?)
• Sobolev statistical manifolds and exponential models
• Exponential arcs in the manifold of vector states on a \(\sigma\)-finite von Neumann algebra
• A class of non-parametric statistical manifolds modelled on Sobolev space
• Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
• Information geometry and sufficient statistics
• Robust concentration inequalities in maximal exponential models
• A statistical manifold modeled on Orlicz spaces using Kaniadakis \(\kappa\)-exponential models
• Information geometric nonlinear filtering
• Fisher-Rao geometry of equivalent Gaussian measures on infinite-dimensional Hilbert spaces
• On normalization functions and \(\varphi \)-families of probability distributions
• Exponential models by Orlicz spaces and applications
• SYMPLECTIC STRUCTURES ON STATISTICAL MANIFOLDS

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