A q-exponential statistical Banach manifold
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2013-02
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Letµbe a given probability measure andMµ the set ofµ-equivalent strictly positive probability densities -- In this paper we construct a Banach manifold on Mµ, modeled on the space L∞(p · µ) where p is a reference density, for the non-parametric q-exponential statistical models (Tsallis’s deformed exponential), where 0 < q < 1 is any real number -- This family is characterized by the fact that when q → 1, then the non-parametric exponential models are obtained and the manifold constructed by Pistone and Sempi is recovered, up to continuous embeddings on the modeling space -- The coordinate mappings of the manifold are given in terms of Csiszár’s Φ-divergences; the tangent vectors are identified with the one-dimensional q-exponential models and q-deformations of the score function
Letµbe a given probability measure andMµ the set ofµ-equivalent strictly positive probability densities -- In this paper we construct a Banach manifold on Mµ, modeled on the space L∞(p · µ) where p is a reference density, for the non-parametric q-exponential statistical models (Tsallis’s deformed exponential), where 0 < q < 1 is any real number -- This family is characterized by the fact that when q → 1, then the non-parametric exponential models are obtained and the manifold constructed by Pistone and Sempi is recovered, up to continuous embeddings on the modeling space -- The coordinate mappings of the manifold are given in terms of Csiszár’s Φ-divergences; the tangent vectors are identified with the one-dimensional q-exponential models and q-deformations of the score function
Letµbe a given probability measure andMµ the set ofµ-equivalent strictly positive probability densities -- In this paper we construct a Banach manifold on Mµ, modeled on the space L∞(p · µ) where p is a reference density, for the non-parametric q-exponential statistical models (Tsallis’s deformed exponential), where 0 < q < 1 is any real number -- This family is characterized by the fact that when q → 1, then the non-parametric exponential models are obtained and the manifold constructed by Pistone and Sempi is recovered, up to continuous embeddings on the modeling space -- The coordinate mappings of the manifold are given in terms of Csiszár’s Φ-divergences; the tangent vectors are identified with the one-dimensional q-exponential models and q-deformations of the score function
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G. Loaiza, H.R. Quiceno, A -exponential statistical Banach manifold, Journal of Mathematical Analysis and Applications, Volume 398, Issue 2, 15 February 2013, Pages 466-476, ISSN 0022-247X, http://dx.doi.org/10.1016/j.jmaa.2012.08.046.
(http://www.sciencedirect.com/science/article/pii/S0022247X12006981)