On -families of probability distributions

DOI10.1007/S10959-011-0400-5MaRDI QIDQ376254zbMATH OpenOpenAlexFDO

Authors Rui F. Vigelis, Charles Casimiro Cavalcante

Publication date 4 November 2013

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.1118

zbMATH Keywords

Bregman divergenceMusielak-Orlicz spacesexponential family of probability distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Abstract: We generalize the exponential family of probability distributions. In our approach, the exponential function is replaced by a $varphi$-function, resulting in a $varphi$-family of probability distributions. We show how $varphi$-families are constructed. In a $varphi$-family, the analogue of the cumulant-generating function is a normalizing function. We define the $varphi$-divergence as the Bregman divergence associated to the normalizing function, providing a generalization of the Kullback-Leibler divergence. A formula for the $varphi$-divergence where the $varphi$-function is the Kaniadakis' $kappa$-exponential function is derived.

Recommendations

• On normalization functions and \(\varphi \)-families of probability distributions
• scientific article; zbMATH DE number 5299930
• Generalised exponential families and associated entropy functions
• The exp-\(G\) family of probability distributions
• The exponential family in abstract information theory

Cites work

• scientific article; zbMATH DE number 3155055 (Why is no real title available?)
• scientific article; zbMATH DE number 50401 (Why is no real title available?)
• scientific article; zbMATH DE number 713322 (Why is no real title available?)
• scientific article; zbMATH DE number 1560711 (Why is no real title available?)
• scientific article; zbMATH DE number 217456 (Why is no real title available?)
• scientific article; zbMATH DE number 3296905 (Why is no real title available?)
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• Algebraic and Geometric Methods in Statistics
• Dual connections in nonparametric classical information geometry
• Exponential statistical manifold
• Generalised Thermostatistics
• Orlicz spaces and modular spaces
• Quantum information theory and quantum statistics.
• Statistical origin of quantum mechanics
• The exponential statistical manifold: mean parameters, orthogonality and space transformations
• \(\kappa \)-exponential models from the geometrical viewpoint

Cited in

(17)

• Infinite-dimensional statistical manifolds based on a balanced chart
• A two-parameter family of non-parametric, deformed exponential manifolds
• scientific article; zbMATH DE number 4038515 (Why is no real title available?)
• Deformed exponentials and applications to finance
• Examples of the application of nonparametric information geometry to statistical physics
• Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions
• Conditions for the existence of a generalization of Rényi divergence
• Sub-exponentiality in statistical exponential models
• The Banach manifold of measures and the Lagrange multipliers of statistical mechanics
• A generalized quantum relative entropy
• A class of non-parametric statistical manifolds modelled on Sobolev space
• The Δ2-Condition and ϕ-Families of Probability Distributions
• Robust concentration inequalities in maximal exponential models
• Rho-tau embedding of statistical models
• A class of non-parametric deformed exponential statistical models
• On normalization functions and \(\varphi \)-families of probability distributions
• Behaviors of \(\varphi\)-exponential distributions in Wasserstein geometry and an evolution equation

This page was built for publication: On \(\varphi \)-families of probability distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q376254)