Information geometry of Bayesian statistics

2015 ◽  
Author(s):  
Hiroshi Matsuzoe
Entropy ◽  
2020 ◽  
Vol 22 (2) ◽  
pp. 240
Author(s):  
Atsuhide Mori

In the previous work of the author, a non-trivial symmetry of the relative entropy in the information geometry of normal distributions was discovered. The same symmetry also appears in the symplectic/contact geometry of Hilbert modular cusps. Further, it was observed that a contact Hamiltonian flow presents a certain Bayesian inference on normal distributions. In this paper, we describe Bayesian statistics and the information geometry in the language of current geometry in order to spread our interest in statistics through general geometers and topologists. Then, we foliate the space of multivariate normal distributions by symplectic leaves to generalize the above result of the author. This foliation arises from the Cholesky decomposition of the covariance matrices.


2011 ◽  
Author(s):  
Benjamin Scheibehenne ◽  
Jorg Rieskamp ◽  
Eric Jan Wagenmakers

2004 ◽  
Vol 11 (04) ◽  
pp. 359-375 ◽  
Author(s):  
R. F. Streater

Let H0 be a selfadjoint operator such that Tr e−βH0 is of trace class for some β < 1, and let χɛ denote the set of ɛ-bounded forms, i.e., ∥(H0+C)−1/2−ɛX(H0+C)−1/2+ɛ∥ < C for some C > 0. Let χ := Span ∪ɛ∈(0,1/2]χɛ. Let [Formula: see text] denote the underlying set of the quantum information manifold of states of the form ρx = e−H0−X−ψx, X ∈ χ. We show that if Tr e−H0 = 1. 1. the map Φ, [Formula: see text] is a quantum Young function defined on χ 2. The Orlicz space defined by Φ is the tangent space of [Formula: see text] at ρ0; its affine structure is defined by the (+1)-connection of Amari 3. The subset of a ‘hood of ρ0, consisting of p-nearby states (those [Formula: see text] obeying C−1ρ1+p ≤ σ ≤ Cρ1 − p for some C > 1) admits a flat affine connection known as the (−1) connection, and the span of this set is part of the cotangent space of [Formula: see text] 4. These dual structures extend to the completions in the Luxemburg norms.


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