A geometry on the space of probabilities. I: The finite dimensional case
DOI10.4171/RMI/465zbMATH Open1121.46043MaRDI QIDQ879629FDOQ879629
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
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Cites Work
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- Information Theory and Statistical Mechanics
- A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
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- Convex analysis and nonlinear optimization. Theory and examples
- The geometry of the space of selfadjoint invertible elements in a \(C^*\)-algebra
- Conditional expectations and operator decompositions
- Exponential sets and their geometric motions
Cited In (8)
- Geometrical and topological properties of a subspace \(P_f(X)\) of probability measures
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- Probabilistic approach to geometry. Proceedings of the 1st international conference, Kyoto, Japan, 28th July -- 8th August, 2008
- Intrinsic geometry on the class of probability densities and exponential families
- A geometry on the space of probabilities. II: Projective spaces and exponential families
- Positive projective space of a \(C^*\)-algebra with a tracial conditional expectation
- Parametric models and information geometry on \(W^\star\)-algebras
- 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
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