An infinite-dimensional statistical manifold modelled on Hilbert space

DOI10.1016/J.JFA.2012.06.007zbMATH Open1257.46044OpenAlexW1963853631MaRDI QIDQ452364FDOQ452364

Authors: Nigel J. Newton 

Publication date: 21 September 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2012.06.007

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zbMATH Keywords

Bayesian estimationinformation theoryFisher metricinformation geometryHilbert manifoldFenchel-Legendre transform

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Applications of functional analysis in probability theory and statistics (46N30) Infinite-dimensional manifolds (46T05)

Cites Work

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• The exponential statistical manifold: mean parameters, orthogonality and space transformations
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• Connections on Non-Parametric Statistical Manifolds by Orlicz Space Geometry
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• Exponential statistical manifold
• Dual connections in nonparametric classical information geometry
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• A Variational Approach to Nonlinear Estimation
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• Dualistic Riemannian manifold structure induced from convex functions

Cited In (24)

• Global differentiable structures for the Fisher-Rao and Kantorovich-Wasserstein-Otto metrics
• Manifolds of classical probability distributions and quantum density operators in infinite dimensions
• Manifolds of differentiable densities
• Fisher-Rao Riemannian geometry of equivalent Gaussian measures on Hilbert space
• A two-parameter family of non-parametric, deformed exponential manifolds
• Legendre duality: from thermodynamics to information geometry
• Optimal projection filters with information geometry
• Infinite-dimensional statistical manifolds based on a balanced chart
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Deformed exponentials and applications to finance
• Rho-Tau Embedding of Statistical Models
• Title not available (Why is that?)
• Information geometry formalism for the spatially homogeneous Boltzmann equation
• A Class of Non-parametric Deformed Exponential Statistical Models
• The Banach manifold of measures and the Lagrange multipliers of statistical mechanics
• On Normalization Functions and $$\varphi $$-Families of Probability Distributions
• Exponential arcs in the manifold of vector states on a \(\sigma\)-finite von Neumann algebra
• Quantum statistical manifold: the linear growth case
• A class of non-parametric statistical manifolds modelled on Sobolev space
• The \(L^p\)-Fisher-Rao metric and Amari-Čencov \(\alpha\)-connections
• Robust concentration inequalities in maximal exponential models
• Information geometric nonlinear filtering
• Information Geometry of the Probability Simplex: A Short Course
• Fisher-Rao geometry of equivalent Gaussian measures on infinite-dimensional Hilbert spaces

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