A geometry on the space of probabilities. I: The finite dimensional case

DOI10.4171/RMI/465MaRDI QIDQ879629zbMATH OpenFDO

Authors Henryk Gzyl, Lázaro Recht

Publication date 14 May 2007

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.rmi/1161871347, https://eudml.org/doc/41983

zbMATH Keywords

\(C^*\)-algebraexponential familiesmaximum entropy methodreductive homogeneous spacelifting of geodesics

Mathematics Subject Classification ID

Measures of information, entropy (94A17) General theory of (C^*)-algebras (46L05) Spaces of measures, convergence of measures (28A33) Selfadjoint operator algebras ((C^*)-algebras, von Neumann ((W^*)-) algebras, etc.) (46L99)

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Cites work

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• scientific article; zbMATH DE number 3280665 (Why is no real title available?)
• A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
• Conditional expectations and operator decompositions
• Convex analysis and nonlinear optimization. Theory and examples
• Exponential sets and their geometric motions
• Information Theory and Statistical Mechanics
• The geometry of the space of selfadjoint invertible elements in a \(C^*\)-algebra

Cited in

(9)

• Positive projective space of a \(C^*\)-algebra with a tracial conditional expectation
• Geometrical and topological properties of a subspace \(P_f(X)\) of probability measures
• A geometry on the space of probabilities. II: Projective spaces and exponential families
• Probabilistic approach to geometry. Proceedings of the 1st international conference, Kyoto, Japan, 28th July -- 8th August, 2008
• Geometry, analysis and probability. In Honor of Jean-Michel Bismut. Selected papers based on the presentations at the conference `Control, index, traces and determinants -- the journey of a probabilist', Orsay, France, May 27--31, 2013
• Intrinsic geometry on the class of probability densities and exponential families
• Parametric models and information geometry on \(W^\star\)-algebras
• Geometry of the probability simplex and its connection to the maximum entropy method
• scientific article; zbMATH DE number 5763942 (Why is no real title available?)

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