论文标题

结构统计的应用:指数家族的几何推断

Applications of Structural Statistics: Geometric Inference in Exponential Families

论文作者

Michl, Patrick

论文摘要

指数家庭包括广泛的统计模型和参数族,例如正常分布,二项式分布,伽马分布或指数分布。因此,其概率分布的形式表示会引起狭窄的内在结构,这似乎是双重平坦的统计歧管。相反,可以证明,任何双重平坦的统计流形,这是由常规的布雷格曼(Bregman)差异唯一引起的定期指数家族给出的,因此指数式的家庭可以(有些限制)被视为双重平坦统计流形的普遍表示。本文回顾了Shun'ichi Amari的开创性工作,内容涉及指数家庭在结构层面上的内在结构。

Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its probability distributions induces a confined intrinsic structure, which appears to be that of a dually flat statistical manifold. Conversely it can be shown, that any dually flat statistical manifold, which is given by a regular Bregman divergence uniquely induced a regular exponential family, such that exponential families may - with some restrictions - be regarded as a universal representation of dually flat statistical manifolds. This article reviews the pioneering work of Shun'ichi Amari about the intrinsic structure of exponential families in terms of structural stratistics.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源