Differential-geometrical methods in statistics
A parametric statistical model, i.e. a family of probability measures \((P_{\theta})\), where \(\theta\) runs through an open subset of some Euclidean space, may be regarded as a differential manifold. It is natural to furnish it with the Riemannian metric, induced by the Fisher information tensor. One might hope that this geometry tells something about statistical properties of the model, on the other hand several non- metrical distances like Kullback-Leibler-distance have been applied in different statistical situations with profit. This indicates that the Riemannian approach is too narrow for statistical purposes and additional geometrical concepts are needed. The state of affairs today can be read from this monograph of the author who contributed substantially to this theory. The book is divided into two parts. In the first part fundamental differential-geometric concepts for statistical manifolds are introduced (starting with tangent space and the like, which makes the book accessible also for those, who lost all their differential-geometric knowledge). Contrarily to ordinary differential geometry a whole family of affine connections is defined. It contains the Riemannian connection induced by Fisher information, but other non-Riemannian connections turn out to be of even greater significance. Thus one has different measures of curvature and different notions of flatness and the like. Each of the affine connections is coupled to another one by a concept of duality. This duality is used to introduce a family of divergence measures between probability distributions, which include Kullback-Leibler's distance, Hellinger's distance, Csiszar's divergence, etc. Statistical manifolds carry a geometrical structure, which apparently has not been considered so far. The second part of the book contains applications to statistical inference, especially higher-order theory. Edgeworth expansions of the distribution of certain sufficient statistics are given explicitly in geometric terms. In estimation as well as in test theory curvatures related to different connections are shown to come into play. Other key- words are: Interval-estimators, first-, second-, third-order efficiency, ancillarity, conditional inference, nuisance parameters, jackknifing. Altogether the book presents a readable introduction to a theory, which promises interesting developments in the future.
- On the geometry of generalized Gaussian distributions
- Sketching information divergences
- Criteria for global minimum of sum of squares in nonlinear regression
- Likelihood and observed geometries
- Geodesic submanifolds of a family of statistical models
- Absolute continuity of Poisson random fields
- A review of optimality of multivariate tests
- On locally optimal tests for the mean direction of the Langevin distribution
- Recursive nonlinear estimation: Geometry of a space of posterior densities
- Geometry of statistical manifolds
- Geometry of \(f\)-divergence
- Differential geometrical structures related to forecasting error variance ratios
- Statistical morphisms and related invariance properties
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
- Minimum \(f\)-divergence estimators and quasi-likelihood functions
- Yokes and tensors derived from yokes
- A geometric look at nuisance parameter effect of local powers in testing hypothesis
- Geometry of minimum contrast
- On some filtering problems arising in mathematical finance
- Some asymptotic inference on nonlinear models with random effects (a geometric approach)
- More higher-order efficiency: Concentration probability
- A gas of Brownian particles in statistical dynamics
- Asymptotic efficient estimation in semiparametric nonlinear regression models
- The scalar curvature of the Bures metric on the space of density matrices
- Connections of generalized divergence measures with Fisher information matrix
- On the relation between the statistical divergence and geodesic distance
- Gradient systems associated with probability distributions
- Stochastic calculus, statistical asymptotics, Taylor strings and phyla
- An extension of the conditional likelihood ratio test to the general multiparameter case
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE
- On the divergence of 1-conformally flat statistical manifolds
- \(\alpha\)-divergence of the non-commutative information geometry
- Gradient systems in view of information geometry
- Statistical tests based on geodesic distances
- Generalized divergence measures: Information matrices, amount of information, asymptotic distribution, and its applications to test statistical hypotheses
- Geometric aspects of Fleming-Viot and Dawson-Watanabe processes
- Information geometry and reduced quantum description
- Exponential and mixture families in quantum statistics: Dual structure and unbiased parameter estimation
- Some notes on preferred point -geometry and -divergence function
- Information theory and electron density
- Preferred point \(\alpha\)-manifold and Amari's \(\alpha\)-connections
- Statistics, yokes and symplectic geometry
- Geometry of Hessian manifolds
- Large sample theory of intrinsic and extrinsic sample means on manifolds. I
- Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model
- Geometric properties of invariant connections on \(\text{SL}(n,\mathbb R)/\text{SO}(n)\).
- Geometrical properties of Pareto distribution.
- Information geometry and statistical manifold.
- On a criterion of Riemannian distance for singularity and absolute continuity of probability measures.
- Asymptotics and the theory of inference
- Renormalisation group flow and geodesics in the \(\text{O}(N)\) model for large \(N\).
- Multivariate normal distributions parametrized as a Riemannian symmetric space
- On the curvature of monotone metrics and a conjecture concerning the Kubo-Mori metric
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- On preferred point geometry in statistics
- On confidence intervals associated with quasi-likelihood
- Results on nonlinear least squares estimators under nonlinear equality constraints
- A distance between elliptical distributions based in an embedding into the Siegel group
- Dually flat geometries of the deformed exponential family
- Geometry of exponential family with competing risks and censored data
- Instability in bacterial populations and the curvature tensor
- Geometry of the \(q\)-exponential distribution with dependent competing risks and accelerated life testing
- An information geometric perspective on the complexity of macroscopic predictions arising from incomplete information
- Inequalities on Sasakian statistical manifolds in terms of Casorati curvatures
- Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data
- Curvature invariants for statistical submanifolds of Hessian manifolds of constant Hessian curvature
- How the Hawking radiation affect quantum Fisher information of Dirac particles in the background of a Schwarzschild black hole
- Asymptotic minimum scoring rule prediction
- An information geometric viewpoint on the detection of range distributed targets
- Rho-tau embedding and gauge freedom in information geometry
- Higher-order asymptotic theory of shrinkage estimation for general statistical models
- Generalized normalized \(\delta\)-Casorati curvature for statistical submanifolds in quaternion Kaehler-like statistical space forms
- Dual scaling of comparison and reference stimuli in multi-dimensional psychological space
- Jordan algebras and dual affine connections on symmetric cones
- Nonparametric bootstrap prediction
- Thermodynamics of boson systems related to Dunkl differential-difference operators
- Euclidean geometry of curved exponential families and its application to confidence regions
- Some asymptotic inference in multinomial nonlinear models (a geometric approach)
- Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
- A projection method of estimation for a subfamily of exponential families
- Measuring operational risk using a mean scaled individual risk model
- Hypothesis testing: A model selection approach
- Nonparametic estimation of location and dispersion on Riemannian manifolds
- Variable selection for structural models
- Second-order asymptotic expansion for the risk in classification of curved exponential populations.
- An information-geometric approach to a theory of pragmatic structuring
- The large deviations of a multi-allele Wright-Fisher process mapped on the sphere.
- Transformation techniques for partial differential equations on projectively flat manifolds
- Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
- Detecting higher-order interactions among the spiking events in a group of neurons
- Harmonicity of gradient mappings of level surfaces in a real affine space
- On the parameter space derived from the joint probability density functions and the property of its scalar curvature
- Nonlinear regression and curved exponential families. Improvement of the approximation to the asymptotic distribution
- On statistical manifolds of solutions of martingale problems
- On conditional independence and log-convexity
- Statistical structures on metric path spaces
- Optimal measures and Markov transition kernels
- On locally dually flat \((\alpha,\beta)\)-metrics with isotropic S-curvature
- Fiducial theory and optimal inference
- Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
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