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Information Geometry / by Nihat Ay, Jürgen Jost, Hông Vân Lê, Lorenz Schwachhöfer
(Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics. ISSN:21975655 ; 64)

1st ed. 2017.
出版者 (Cham : Springer International Publishing : Imprint: Springer)
出版年 2017
本文言語 英語
大きさ XI, 407 p. 15 illus : online resource
著者標目 *Ay, Nihat author
Jost, Jürgen author
Lê, Hông Vân author
Schwachhöfer, Lorenz author
SpringerLink (Online service)
件 名 LCSH:Statistics 
LCSH:Artificial intelligence -- Data processing  全ての件名で検索
LCSH:Geometry, Differential
LCSH:Convex geometry 
LCSH:Discrete geometry
LCSH:Functional analysis
LCSH:System theory
FREE:Statistical Theory and Methods
FREE:Data Science
FREE:Differential Geometry
FREE:Convex and Discrete Geometry
FREE:Functional Analysis
FREE:Complex Systems
一般注記 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
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
HTTP:URL=https://doi.org/10.1007/978-3-319-56478-4
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Springer eBooks 9783319564784
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EB00228725

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データ種別 電子ブック
分 類 LCC:QA276-280
DC23:519.5
書誌ID 4000115875
ISBN 9783319564784

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