The exponential statistical manifold: mean parameters, orthogonality and space transformations
Pistone, Giovanni ; Piera Rogantin, Maria
Bernoulli, Tome 5 (1999) no. 6, p. 721-760 / Harvested from Project Euclid
Let [math] be a measure space, and let [math] denote the set of the [math] -almost surely strictly positive probability densities. It was shown by Pistone and Sempi in 1995 that the global geometry on [math] can be realized by an affine atlas whose charts are defined locally by the mappings [math] , where [math] is a suitable open set containing [math] , [math] is the Kullback--Leibler relative information and [math] is the vector space of centred and exponentially [math] -integrable random variables. In the present paper we study the transformation of such an atlas and the related manifold structure under basic transformations, i.e. measurable transformation of the sample space. A generalization of the mixed parametrization method for exponential models is also presented.
Publié le : 1999-08-14
Classification:  exponential families,  exponential statistical manifolds,  information,  mean parameters,  Orlicz spaces,  orthogonality
@article{1171899326,
     author = {Pistone, Giovanni and Piera Rogantin, Maria},
     title = {The exponential statistical manifold: mean parameters, orthogonality and space transformations},
     journal = {Bernoulli},
     volume = {5},
     number = {6},
     year = {1999},
     pages = { 721-760},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1171899326}
}
Pistone, Giovanni; Piera Rogantin, Maria. The exponential statistical manifold: mean parameters, orthogonality and space transformations. Bernoulli, Tome 5 (1999) no. 6, pp.  721-760. http://gdmltest.u-ga.fr/item/1171899326/