Information Geometry

The book provides a comprehensive introduction and a novel mathematical foundation of the field of information geometry with complete proofs and detailed background material on measure theory, Riemannian geometry and Banach space theory. Parametrised measure models are defined as fundamental geometr...

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Bibliographic Details
Main Authors: Ay, Nihat, Jost, Jürgen (Author), Lê, Hông Vân (Author), Schwachhöfer, Lorenz (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2017, 2017
Edition:1st ed. 2017
Series:Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a Information Geometry  |h Elektronische Ressource  |c by Nihat Ay, Jürgen Jost, Hông Vân Lê, Lorenz Schwachhöfer 
250 |a 1st ed. 2017 
260 |a Cham  |b Springer International Publishing  |c 2017, 2017 
300 |a XI, 407 p. 15 illus  |b online resource 
505 0 |a 1 Introduction -- 2 Finite information geometry -- 3 Parametrized measure models -- 4 The intrinsic geometry of statistical models -- 5 Information geometry and statistics -- 6 Application fields of information geometry -- 7 Appendix 
653 |a Artificial intelligence / Data processing 
653 |a Statistical Theory and Methods 
653 |a Functional analysis 
653 |a Complex Systems 
653 |a Geometry, Differential 
653 |a Functional Analysis 
653 |a Statistics  
653 |a Convex geometry  
653 |a System theory 
653 |a Convex and Discrete Geometry 
653 |a Differential Geometry 
653 |a Discrete geometry 
653 |a Data Science 
700 1 |a Jost, Jürgen  |e [author] 
700 1 |a Lê, Hông Vân  |e [author] 
700 1 |a Schwachhöfer, Lorenz  |e [author] 
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490 0 |a Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics 
028 5 0 |a 10.1007/978-3-319-56478-4 
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520 |a The book provides a comprehensive introduction and a novel mathematical foundation of the field of information geometry with complete proofs and detailed background material on measure theory, Riemannian geometry and Banach space theory. Parametrised measure models are defined as fundamental geometric objects, which can be both finite or infinite dimensional. Based on these models, canonical tensor fields are introduced and further studied, including the Fisher metric and the Amari-Chentsov tensor, and embeddings of statistical manifolds are investigated. This novel foundation then leads to application highlights, such as generalizations and extensions of the classical uniqueness result of Chentsov or the Cramér-Rao inequality. Additionally, several new application fields of information geometry are highlighted, for instance hierarchical and graphical models, complexity theory, population genetics, or Markov Chain Monte Carlo. The book will be of interest to mathematicians who are interested in geometry, information theory, or the foundations of statistics, to statisticians as well as to scientists interested in the mathematical foundations of complex systems