New metric and connections in statistical manifolds

DOI10.1007/978-3-319-25040-3_25zbMATH Open1396.94055arXiv1511.01176OpenAlexW2184339390MaRDI QIDQ2807520FDOQ2807520

Authors: Rui F. Vigelis, David C. de Souza, Charles Casimiro Cavalcante 

Publication date: 25 May 2016

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Abstract: We define a metric and a family of $alpha$-connections in statistical manifolds, based on $varphi$-divergence, which emerges in the framework of $varphi$-families of probability distributions. This metric and $alpha$-connections generalize the Fisher information metric and Amari's $alpha$-connections. We also investigate the parallel transport associated with the $alpha$-connection for $alpha=1$.

Full work available at URL: https://arxiv.org/abs/1511.01176

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Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Cited In (14)

• A concurrence theorem for alpha-connections on the space of t-distributions and its application
• Statistical structures on metric path spaces
• Semi-symmetric non-metric connections on statistical manifolds
• Connections compatible with a Riemannian metric in the theory of statistical manifolds
• A note on curvature of \(\alpha\)-connections of a statistical manifold
• A Riemannian geometry in the \(q\)-exponential Banach manifold induced by \(q\)-divergences
• Universal connection and curvature for statistical manifold geometry
• Infinite-dimensional manifolds of finite-entropy probability measures
• Alpha-parallel priors on a one-sided truncated exponential family
• Geometrical structures of certain class of statistical manifolds
• Wasserstein Riemannian geometry on statistical manifold
• The \(L^p\)-Fisher-Rao metric and Amari-Čencov \(\alpha\)-connections
• A characterization of the alpha-connections on the statistical manifold of normal distributions
• New connections on the fiber-bundle of generalized statistical manifolds

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