information geometry and its applications applied mathematical sciences

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Information Geometry And Its Applications

Author : Shun-ichi Amari
ISBN : 9784431559788
Genre : Mathematics
File Size : 38. 29 MB
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This is the first comprehensive book on information geometry, written by the founder of the field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide range of applications, covering information science, engineering, and neuroscience. It consists of four parts, which on the whole can be read independently. A manifold with a divergence function is first introduced, leading directly to dualistic structure, the heart of information geometry. This part (Part I) can be apprehended without any knowledge of differential geometry. An intuitive explanation of modern differential geometry then follows in Part II, although the book is for the most part understandable without modern differential geometry. Information geometry of statistical inference, including time series analysis and semiparametric estimation (the Neyman–Scott problem), is demonstrated concisely in Part III. Applications addressed in Part IV include hot current topics in machine learning, signal processing, optimization, and neural networks. The book is interdisciplinary, connecting mathematics, information sciences, physics, and neurosciences, inviting readers to a new world of information and geometry. This book is highly recommended to graduate students and researchers who seek new mathematical methods and tools useful in their own fields.

Methods Of Information Geometry

Author : Shun-ichi Amari
ISBN : 0821843028
Genre : Mathematics
File Size : 22. 39 MB
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Information geometry provides the mathematical sciences with a new framework of analysis. It has emerged from the investigation of the natural differential geometric structure on manifolds of probability distributions, which consists of a Riemannian metric defined by the Fisher information and a one-parameter family of affine connections called the $\alpha$-connections. The duality between the $\alpha$-connection and the $(-\alpha)$-connection together with the metric play an essential role in this geometry. This kind of duality, having emerged from manifolds of probability distributions, is ubiquitous, appearing in a variety of problems which might have no explicit relation to probability theory. Through the duality, it is possible to analyze various fundamental problems in a unified perspective. The first half of this book is devoted to a comprehensive introduction to the mathematical foundation of information geometry, including preliminaries from differential geometry, the geometry of manifolds or probability distributions, and the general theory of dual affine connections. The second half of the text provides an overview of many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, convex analysis, neural networks, and affine differential geometry. The book can serve as a suitable text for a topics course for advanced undergraduates and graduate students.

Information Geometry

Author : Khadiga Arwini
ISBN : 9783540693932
Genre : Mathematics
File Size : 66. 47 MB
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This volume uses information geometry to give a common differential geometric framework for a wide range of illustrative applications including amino acid sequence spacings, cryptology studies, clustering of communications and galaxies, and cosmological voids.

Matrix Information Geometry

Author : Frank Nielsen
ISBN : 9783642302329
Genre : Technology & Engineering
File Size : 36. 84 MB
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This book presents advances in matrix and tensor data processing in the domain of signal, image and information processing. The theoretical mathematical approaches are discusses in the context of potential applications in sensor and cognitive systems engineering. The topics and application include Information Geometry, Differential Geometry of structured Matrix, Positive Definite Matrix, Covariance Matrix, Sensors (Electromagnetic Fields, Acoustic sensors) and Applications in Cognitive systems, in particular Data Mining.

Differential Geometry And Statistics

Author : M.K. Murray
ISBN : 9781351455114
Genre : Mathematics
File Size : 52. 15 MB
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Several years ago our statistical friends and relations introduced us to the work of Amari and Barndorff-Nielsen on applications of differential geometry to statistics. This book has arisen because we believe that there is a deep relationship between statistics and differential geometry and moreoever that this relationship uses parts of differential geometry, particularly its 'higher-order' aspects not readily accessible to a statistical audience from the existing literature. It is, in part, a long reply to the frequent requests we have had for references on differential geometry! While we have not gone beyond the path-breaking work of Amari and Barndorff- Nielsen in the realm of applications, our book gives some new explanations of their ideas from a first principles point of view as far as geometry is concerned. In particular it seeks to explain why geometry should enter into parametric statistics, and how the theory of asymptotic expansions involves a form of higher-order differential geometry. The first chapter of the book explores exponential families as flat geometries. Indeed the whole notion of using log-likelihoods amounts to exploiting a particular form of flat space known as an affine geometry, in which straight lines and planes make sense, but lengths and angles are absent. We use these geometric ideas to introduce the notion of the second fundamental form of a family whose vanishing characterises precisely the exponential families.

Algebraic Geometry And Statistical Learning Theory

Author : Sumio Watanabe
ISBN : 9780521864671
Genre : Computers
File Size : 30. 88 MB
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Sure to be influential, Watanabe's book lays the foundations for the use of algebraic geometry in statistical learning theory. Many models/machines are singular: mixture models, neural networks, HMMs, Bayesian networks, stochastic context-free grammars are major examples. The theory achieved here underpins accurate estimation techniques in the presence of singularities.

Geometrical Foundations Of Asymptotic Inference

Author : Robert E. Kass
ISBN : 9781118165973
Genre : Mathematics
File Size : 78. 60 MB
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Differential geometry provides an aesthetically appealing and often revealing view of statistical inference. Beginning with an elementary treatment of one-parameter statistical models and ending with an overview of recent developments, this is the first book to provide an introduction to the subject that is largely accessible to readers not already familiar with differential geometry. It also gives a streamlined entry into the field to readers with richer mathematical backgrounds. Much space is devoted to curved exponential families, which are of interest not only because they may be studied geometrically but also because they are analytically convenient, so that results may be derived rigorously. In addition, several appendices provide useful mathematical material on basic concepts in differential geometry. Topics covered include the following: * Basic properties of curved exponential families * Elements of second-order, asymptotic theory * The Fisher-Efron-Amari theory of information loss and recovery * Jeffreys-Rao information-metric Riemannian geometry * Curvature measures of nonlinearity * Geometrically motivated diagnostics for exponential family regression * Geometrical theory of divergence functions * A classification of and introduction to additional work in the field

Differential Geometrical Methods In Statistics

Author : Shun-ichi Amari
ISBN : 9781461250562
Genre : Mathematics
File Size : 68. 74 MB
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From the reviews: "In this Lecture Note volume the author describes his differential-geometric approach to parametrical statistical problems summarizing the results he had published in a series of papers in the last five years. The author provides a geometric framework for a special class of test and estimation procedures for curved exponential families. ... ... The material and ideas presented in this volume are important and it is recommended to everybody interested in the connection between statistics and geometry ..." #Metrika#1 "More than hundred references are given showing the growing interest in differential geometry with respect to statistics. The book can only strongly be recommended to a geodesist since it offers many new insights into statistics on a familiar ground." #Manuscripta Geodaetica#2

Lie Groups And Algebras With Applications To Physics Geometry And Mechanics

Author : D.H. Sattinger
ISBN : 9781475719109
Genre : Mathematics
File Size : 36. 68 MB
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This book is intended as an introductory text on the subject of Lie groups and algebras and their role in various fields of mathematics and physics. It is written by and for researchers who are primarily analysts or physicists, not algebraists or geometers. Not that we have eschewed the algebraic and geo metric developments. But we wanted to present them in a concrete way and to show how the subject interacted with physics, geometry, and mechanics. These interactions are, of course, manifold; we have discussed many of them here-in particular, Riemannian geometry, elementary particle physics, sym metries of differential equations, completely integrable Hamiltonian systems, and spontaneous symmetry breaking. Much ofthe material we have treated is standard and widely available; but we have tried to steer a course between the descriptive approach such as found in Gilmore and Wybourne, and the abstract mathematical approach of Helgason or Jacobson. Gilmore and Wybourne address themselves to the physics community whereas Helgason and Jacobson address themselves to the mathematical community. This book is an attempt to synthesize the two points of view and address both audiences simultaneously. We wanted to present the subject in a way which is at once intuitive, geometric, applications oriented, mathematically rigorous, and accessible to students and researchers without an extensive background in physics, algebra, or geometry.

Universal Algebra

Author : George Grätzer
ISBN : 0387774874
Genre : Mathematics
File Size : 32. 84 MB
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Universal Algebra has become the most authoritative, consistently relied on text in a field with applications in other branches of algebra and other fields such as combinatorics, geometry, and computer science. Each chapter is followed by an extensive list of exercises and problems. The "state of the art" account also includes new appendices (with contributions from B. Jónsson, R. Quackenbush, W. Taylor, and G. Wenzel) and a well selected additional bibliography of over 1250 papers and books which makes this an indispensable new edition for students, faculty, and workers in the field.

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