Information Geometry Associated with Generalized Means
Information Geometry Associated with Generalized Means
复制标题
与广义均值相关的信息几何
DOI:
10.1007/978-3-319-97798-0_10
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发表时间:
2018
期刊:
影响因子:
--
通讯作者:
Osamu Komori and Atsumi Ohara
中科院分区:
文献类型:
--
作者:
Shinto Eguchi;Osamu Komori and Atsumi Ohara
This paper aims to provide a natural extension for the standard framework of information geometry. The main idea is to define a generalization of e-geodesic and m-geodesic, which associates with the canonical divergence and generalized expectation. The generalized e-geodesic is given by Kolmogorov–Nagumo means; the generalized m-geodesic is characterized to preserve the generalized expectation. The Pythagorean theorem with respect to the canonical divergence is shown in the space of all probability density functions employing the generalized e-geodesic and m-geodesic. As a result, we provide a wide class of generalization for the standard framework, in which there is still a dualistic structure associated with the two generalized geodesics as similar to the standard framework.