Information Geometry and Its Applications
published: Dec. 5, 2008, recorded: November 2008, views: 4687
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Information geometry emerged from studies on invariant properties of a manifold of probability distributions. It includes convex analysis and its duality as a special but important part. Here, we begin with a convex function, and construct a dually flat manifold. The manifold possesses a Riemannian metric, two types of geodesics, and a divergence function. The generalized Pythagorean theorem and dual projections theorem are derived therefrom.We construct alpha-geometry, extending this convex analysis. In this review, geometry of a manifold of probability distributions is then given, and a plenty of applications are touched upon. Appendix presents an easily understable introduction to differential geometry and its duality.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !