论文标题

组成数据分析的信息几何观点

The Information-Geometric Perspective of Compositional Data Analysis

论文作者

Erb, Ionas, Ay, Nihat

论文摘要

信息几何形状使用差别几何形状的形式工具将概率分布的空间描述为具有附加双重结构的Riemannian歧管。具有离散概率分布的组成数据的形式等效性使得可以将相同的描述应用于组成数据分析(CODA)的样本空间。后者已被正式描述为具有正统基础的欧几里得空间,其组件是原始部分的合适组合。与欧几里得指标相反,信息几何描述将Fisher信息指标单调为唯一在基础随机变量的等效表示下保持歧管的几何结构不变的唯一一个。在欧几里得坐标中有效的众所周知的概念,例如pythogorean定理,通过信息几何形状概括为对相应的坐标的相应概念。在简要审查欧几里得尾声和信息几何方法时,我们展示了后者如何证明距离距离距离和差异的使用是合理的,这些距离和差异很少在Coda中受到关注,因为它们不符合当前思维所偏爱的欧几里得几年。我们还展示了熵和相对熵如何以简单的方式描述合并,而Aitchison距离则需要使用几何方法来获得更简洁的关系。我们继续证明Aitchison距离的信息单调性属性。我们对尾声中新方向的一些想法结束,可以利用信息几何形状提供的丰富结构。

Information geometry uses the formal tools of differential geometry to describe the space of probability distributions as a Riemannian manifold with an additional dual structure. The formal equivalence of compositional data with discrete probability distributions makes it possible to apply the same description to the sample space of Compositional Data Analysis (CoDA). The latter has been formally described as a Euclidean space with an orthonormal basis featuring components that are suitable combinations of the original parts. In contrast to the Euclidean metric, the information-geometric description singles out the Fisher information metric as the only one keeping the manifold's geometric structure invariant under equivalent representations of the underlying random variables. Well-known concepts that are valid in Euclidean coordinates, e.g., the Pythogorean theorem, are generalized by information geometry to corresponding notions that hold for more general coordinates. In briefly reviewing Euclidean CoDA and, in more detail, the information-geometric approach, we show how the latter justifies the use of distance measures and divergences that so far have received little attention in CoDA as they do not fit the Euclidean geometry favored by current thinking. We also show how entropy and relative entropy can describe amalgamations in a simple way, while Aitchison distance requires the use of geometric means to obtain more succinct relationships. We proceed to prove the information monotonicity property for Aitchison distance. We close with some thoughts about new directions in CoDA where the rich structure that is provided by information geometry could be exploited.

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