scientific article; zbMATH DE number 2218505

MaRDI QIDQ5699775zbMATH OpenFDO

Authors Jan Naudts

Publication date 26 October 2005

Full work available at URL https://arxiv.org/abs/math-ph/0402005, https://eudml.org/doc/125356

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zbMATH Keywords

escort probabilitygeneralized exponential familylower bound of Cramér and Raononextensive thermostatisticsstatistical manifold

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Statistical thermodynamics (82B30)

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Cited in

(37)

• Dually flat geometries of the deformed exponential family
• Rho-tau embedding and gauge freedom in information geometry
• Relationships between the Legendre structure in the \(S_{2-q}\)-formalism and the dually-flat structure in the space of escort distributions
• Cramér-Rao lower bounds arising from generalized Csiszár divergences
• Some information inequalities for statistical inference
• Projection theorems and estimating equations for power-law models
• Conjugate predictive distributions and generalized entropies
• Notions of the ergodic hierarchy for curved statistical manifolds
• Towards an information geometric characterization/classification of complex systems. I: Use of generalized entropies
• When optimal transport meets information geometry
• Optimal transportation plans with escort entropy regularization
• A projection pricing model for non-Gaussian financial returns
• Quantum statistical manifold: the linear growth case
• A generalized quantum relative entropy
• Game theoretical optimization inspired by information theory
• Hessian structures on deformed exponential families and their conformal structures
• Maximum L\(q\)-likelihood estimation
• Deformed algebras and generalizations of independence on deformed exponential families
• Escort Density Operators and Generalized Quantum Information Measures
• Geometry of q-exponential family of probability distributions
• On the thermodynamics of classical micro-canonical systems
• Rho-tau embedding of statistical models
• From complexity to information geometry and beyond
• On normalization functions and -families of probability distributions
• Gauge freedom of entropies on q-Gaussian measures
• A new class of entropic information measures, formal group theory and information geometry
• Legendre duality: from thermodynamics to information geometry
• Stability criteria for \(q\)-expectation values
• Variational representations of annealing paths: Bregman information under monotonic embedding
• A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations
• A foliation by escort distributions of exponential families and extended divergence
• Two types of q-Gaussian distributions used to study the diffusion in a finite region
• Escort evolutionary game theory
• A finite-state Gibbs construction from a recognition cost
• Lyapunov functions for time-scale dynamics on Riemannian geometries of the simplex
• Generalised exponential families and associated entropy functions
• Non-extensivity of the configurational density distribution in the classical microcanonical ensemble

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