Results 1 to 10 of about 125,468 (158)

Information-Geometric Approach for a One-Sided Truncated Exponential Family [PDF]

Entropy, 2023
In information geometry, there has been extensive research on the deep connections between differential geometric structures, such as the Fisher metric and the α-connection, and the statistical theory for statistical models satisfying regularity ...
Masaki Yoshioka, Fuyuhiko Tanaka
doaj   +2 more sources

Exponential Families with External Parameters

Entropy, 2022
In this paper we introduce a class of statistical models consisting of exponential families depending on additional parameters, called external parameters.
Marco Favretti
doaj   +3 more sources

Weighted Chernoff Information and Optimal Loss Exponent in Context-Sensitive Hypothesis Testing [PDF]

Entropy
We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and type-II losses, we prove the logarithmic asymptotic Ln∗=exp{−nDCw(P,Q)+o(n ...
Mark Kelbert, El’mira Yu. Kalimulina
doaj   +2 more sources

Extended Divergence on a Foliation by Continuous-Type Escort Distributions [PDF]

Entropy
From an information geometric perspective, this study considers a natural foliation of dualistic structures associated with escort distributions of exponential families.
Keiko Uohashi
doaj   +2 more sources

Tangent exponential-G family of distributions with applications in medical and engineering

Alexandria Engineering Journal
This study introduces a novel family of probability distributions called the ”tangent exponential-G family,” which is derived using trigonometric transformations of the exponential distribution.
Eslam Hussam, Laxmi Prasad Sapkota, Ahmed M. Gemeay   +2 more
doaj   +3 more sources

Geometry of q-Exponential Family of Probability Distributions

Entropy, 2011
The Gibbs distribution of statistical physics is an exponential family of probability distributions, which has a mathematical basis of duality in the form of the Legendre transformation.
Shun-ichi Amari, Atsumi Ohara
doaj   +3 more sources

Sparse exponential family Principal Component Analysis [PDF]

Pattern Recognition, 2016
Xiaoning Qian, Jianhua Z Huang
exaly   +2 more sources

Statistical Divergences between Densities of Truncated Exponential Families with Nested Supports: Duo Bregman and Duo Jensen Divergences

Entropy, 2022
By calculating the Kullback–Leibler divergence between two probability measures belonging to different exponential families dominated by the same measure, we obtain a formula that generalizes the ordinary Fenchel–Young divergence.
Frank Nielsen
doaj   +1 more source

On Representations of Divergence Measures and Related Quantities in Exponential Families

Entropy, 2021
Within exponential families, which may consist of multi-parameter and multivariate distributions, a variety of divergence measures, such as the Kullback–Leibler divergence, the Cressie–Read divergence, the Rényi divergence, and the Hellinger metric, can ...
Stefan Bedbur, Udo Kamps
doaj   +1 more source

Entropic Dynamics on Gibbs Statistical Manifolds

Entropy, 2021
Entropic dynamics is a framework in which the laws of dynamics are derived as an application of entropic methods of inference. Its successes include the derivation of quantum mechanics and quantum field theory from probabilistic principles.
Pedro Pessoa, Felipe Xavier Costa, Ariel Caticha   +2 more
doaj   +1 more source