Infinite-dimensional statistical manifolds based on a balanced chart

DOI10.3150/14-BEJ673zbMATH Open1388.60043arXiv1308.3602MaRDI QIDQ265266FDOQ265266

Authors: Nigel J. Newton 

Publication date: 1 April 2016

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(ilde{M}_{lambda},lambdain[2,infty))$, retain many of the features of finite-dimensional information geometry; in particular, the $alpha$-divergences are of class $C^{lceillambdaceil-1}$, enabling the definition of the Fisher metric and $alpha$-derivatives of particular classes of vector fields. Manifolds of probability measures, $(M_{lambda},lambdain[2,infty))$, based on centred versions of the charts are shown to be $C^{lceillambdaceil-1}$-embedded submanifolds of the $ilde{M}_{lambda}$. The Fisher metric is a pseudo-Riemannian metric on $ilde{M}_{lambda}$. However, when restricted to finite-dimensional embedded submanifolds it becomes a Riemannian metric, allowing the full development of the geometry of $alpha$-covariant derivatives. $ilde{M}_{lambda}$ and $M_{lambda}$ provide natural settings for the study and comparison of approximations to posterior distributions in problems of Bayesian estimation.

Full work available at URL: https://arxiv.org/abs/1308.3602

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zbMATH Keywords

Bayesian estimationnonparametric statisticsBanach manifoldFisher metricinformation geometry

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Geometric probability and stochastic geometry (60D05) Probability theory on algebraic and topological structures (60B99)

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Cited In (9)

• Manifolds of differentiable densities
• A two-parameter family of non-parametric, deformed exponential manifolds
• An infinite-dimensional statistical manifold modelled on Hilbert space
• Infinite-dimensional manifolds of finite-entropy probability measures
• The Banach manifold of measures and the Lagrange multipliers of statistical mechanics
• A class of non-parametric statistical manifolds modelled on Sobolev space
• On some information geometric structures concerning mercator projections
• A class of non-parametric deformed exponential statistical models
• On Euclidean manifolds being a subspace of the space of probability measures with finite supports to a certain infinite compact set of dimension zero

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