Information geometric duality of \phi-deformed exponential families

DOI10.3390/E21020112arXiv1812.09893WikidataQ103832684 ScholiaQ103832684MaRDI QIDQ6311587FDOQ6311587

Authors: Jan Korbel, Rudolf Hanel, Stefan Thurner Error creating thumbnail:

Publication date: 24 December 2018

Abstract: In the world of generalized entropies---which, for example, play a role in physical systems with sub- and super-exponential phasespace growth per degree of freedom---there are two ways for implementing constraints in the maximum entropy principle: linear- and escort constraints. Both appear naturally in different contexts. Linear constraints appear e.g. in physical systems, when additional information about the system is available through higher moments. Escort distributions appear naturally in the context of multifractals and information geometry. It was shown recently that there exists a fundamental duality that relates both approaches on the basis of the corresponding deformed logarithms (deformed-log duality). Here we show that there exists another duality that arises in the context of information geometry, relating the Fisher information of

p h i

-deformed exponential families that correspond to linear constraints (as studied by J. Naudts), with those that are based on escort constraints (as studied by S.-I. Amari). We explicitly demonstrate this information geometric duality for the case of

(c, d)

-entropy that covers all situations that are compatible with the first three Shannon-Khinchin axioms, and that include Shannon, Tsallis, Anteneodo-Plastino entropy, and many more as special cases. Finally, we discuss the relation between the deformed-log duality and the information geometric duality, and mention that the escort distributions arising in the two dualities are generally different and only coincide for the case of the Tsallis deformation.

This page was built for publication: Information geometric duality of $\phi$-deformed exponential families

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6311587)