Manifolds of differentiable densities

DOI10.1051/PS/2018003MaRDI QIDQ4615428zbMATH OpenOpenAlexFDO

Authors Nigel J. Newton

Publication date 28 January 2019

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.03979, http://repository.essex.ac.uk/22320/1/mosdgen_ar3.pdf

zbMATH Keywords

Banach manifoldinformation geometryFisher-Rao metricnon-parametric statisticsFréchet manifold

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Spaces of measures (46E27) Applications of functional analysis in probability theory and statistics (46N30) Geometric probability and stochastic geometry (60D05) Measures of information, entropy (94A17) Infinite-dimensional manifolds (46T05)

Abstract: We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case $k=infty$, in which the manifolds are modelled on Fr'{e}chet spaces, is included. The manifolds admit the Fisher-Rao metric and, unusually for the non-parametric setting, Amari's $alpha$-covariant derivatives for all $alphainR$. By construction, they are $C^{i}nfty$-embedded submanifolds of particular manifolds of finite measures. The statistical manifolds are dually ($alpha=pm1$) flat, and admit mixture and exponential representations as charts. Their curvatures with respect to the $alpha$-covariant derivatives are derived. The likelihood function associated with a finite sample is a continuous function on each of the manifolds, and the $alpha$-divergences are of class $C^{i}nfty$.

Recommendations

• Infinite-dimensional statistical manifolds based on a balanced chart
• Infinite-dimensional manifolds of finite-entropy probability measures
• A class of non-parametric statistical manifolds modelled on Sobolev space
• Nonparametric information geometry
• An infinite-dimensional statistical manifold modelled on Hilbert space

Cites work

• scientific article; zbMATH DE number 3761167 (Why is no real title available?)
• scientific article; zbMATH DE number 44578 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3602484 (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 3106666 (Why is no real title available?)
• A q-exponential statistical Banach manifold
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• An infinite-dimensional statistical manifold modelled on Hilbert space
• Connections on Non-Parametric Statistical Manifolds by Orlicz Space Geometry
• Exponential statistical manifold
• Generalised Thermostatistics
• Geometric science of information. First international conference, GSI 2013, Paris, France, August 28--30, 2013. Proceedings
• Geometric science of information. Second international conference, GSI 2015, Palaiseau, France, October 28--30, 2015. Proceedings
• Geometry in a Fréchet context. A projective limit approach
• Infinite-dimensional statistical manifolds based on a balanced chart
• Information geometric nonlinear filtering
• Information geometry and sufficient statistics
• Information geometry formalism for the spatially homogeneous Boltzmann equation
• On a differential structure for the group of diffeomorphisms
• Parametrized measure models
• Quantum probability for probabilists.
• The exponential statistical manifold: mean parameters, orthogonality and space transformations
• Uniqueness of the Fisher-Rao metric on the space of smooth densities

Cited in

(14)

• Global differentiable structures for the Fisher-Rao and Kantorovich-Wasserstein-Otto metrics
• Infinite-dimensional statistical manifolds based on a balanced chart
• Natural differentiable structures on statistical models and the Fisher metric
• An infinite-dimensional statistical manifold modelled on Hilbert space
• Dual connections in nonparametric classical information geometry
• Infinite-dimensional manifolds of finite-entropy probability measures
• Asymmetric topologies on statistical manifolds
• scientific article; zbMATH DE number 2095988 (Why is no real title available?)
• A class of non-parametric statistical manifolds modelled on Sobolev space
• Geometry of manifolds with densities
• Statistical manifold as an affine space: a functional equation approach
• Parametrized measure models
• Geometry of the Fisher-Rao metric on the space of smooth densities on a compact manifold
• scientific article; zbMATH DE number 4028458 (Why is no real title available?)

This page was built for publication: Manifolds of differentiable densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4615428)