Computing with Fisher geodesics and extended exponential families

DOI10.1007/S11222-014-9501-1MaRDI QIDQ2631368zbMATH OpenOpenAlexFDO

Authors Frank Critchley, Paul Marriott

Publication date 29 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9501-1

zbMATH Keywords

extended exponential familyFisher geodesicFisher metricinformation geometryMarkov chain Monte Carlo

Mathematics Subject Classification ID

General geometric structures on manifolds (almost complex, almost product structures, etc.) (53C15) Bayesian inference (62F15)

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Cites work

• Closures of exponential families
• Computational Information Geometry in Statistics: Foundations
• Convex analysis and global optimization
• Differential-geometrical methods in statistics.
• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (Why is no real title available?)
• scientific article; zbMATH DE number 1055955 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Information-geometric Markov chain Monte Carlo methods using diffusions
• Likelihood inference in exponential families and directions of recession
• Maximum likelihood estimation in log-linear models
• On the geometry of discrete exponential families with application to exponential random graph models
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
• Two Generalizations of the Binomial Distribution

Describes a project that uses

Uses Software

• R

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