A natural gradient algorithm for stochastic distribution systems

DOI10.3390/e16084338zbMath1338.93352OpenAlexW1985219201MaRDI QIDQ296299

Zhenning Zhang, Lin Jiu, Lin Yu Peng, Hua Fei Sun

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e16084338

zbMATH Keywords

Kullback-Leibler divergencenatural gradient algorithmstochastic distribution control system

Mathematics Subject Classification ID

Parametric inference (62F99) Stochastic systems in control theory (general) (93E03) Measures of information, entropy (94A17)

Cites Work

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• The geometric structures and instability of entropic dynamical models
• Stochastic distribution control system design. A convex optimization approach.
• The geometry of exponential families
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Iterative approximation of statistical distributions and relation to information geometry
• Natural gradient algorithm for stochastic distribution systems with output feedback
• An information geometry algorithm for distribution control
• Information geometric characterization of the complexity of fractional Brownian motions
• Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence
• Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises

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