Generalised exponential families and associated entropy functions
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Abstract: A generalised notion of exponential families is introduced. It is based on the variational principle, borrowed from statistical physics. It is shown that inequivalent generalised entropy functions lead to distinct generalised exponential families. The well-known result that the inequality of Cramer and Rao becomes an equality in the case of an exponential family can be generalised. However, this requires the introduction of escort probabilities.
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Cited in
(42)- Thermodynamics of exponential Kolmogorov-Nagumo averages
- The exponential family in abstract information theory
- On the thermodynamics of classical micro-canonical systems
- A new entropy based on a group-theoretical structure
- On -families of probability distributions
- A note on exponential families of distributions
- Optimal measures and Markov transition kernels
- Nonparametric information geometry: from divergence function to referential-representational biduality on statistical manifolds
- Modelling sociocognitive aspects of students' learning
- Some properties of generalized exponential entropies with applications to data compression
- Some properties of generalized Fisher information in the context of nonextensive thermostatistics
- Geometry of q-exponential family of probability distributions
- Data set models and exponential families in statistical physics and beyond
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- Uniqueness and characterization theorems for generalized entropies
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- A closed-form expression for the Sharma-Mittal entropy of exponential families
- Families of distributions characterized by entropy
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- Escort Density Operators and Generalized Quantum Information Measures
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- Partial subadditivity of entropies
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