Differential Geometry in Statistical Inference

Differential Geometry in Statistical Inference PDF Author: Shun'ichi Amari
Publisher: IMS
ISBN: 9780940600126
Category : Geometry, Differential
Languages : en
Pages : 254

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Book Description

Differential Geometry in Statistical Inference

Differential Geometry in Statistical Inference PDF Author: Shun'ichi Amari
Publisher: IMS
ISBN: 9780940600126
Category : Geometry, Differential
Languages : en
Pages : 254

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Book Description


Differential-Geometrical Methods in Statistics

Differential-Geometrical Methods in Statistics PDF Author: Shun-ichi Amari
Publisher: Springer Science & Business Media
ISBN: 1461250560
Category : Mathematics
Languages : en
Pages : 302

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Book Description
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

Methods of Information Geometry

Methods of Information Geometry PDF Author: Shun-ichi Amari
Publisher: American Mathematical Soc.
ISBN: 9780821843024
Category : Computers
Languages : en
Pages : 220

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Book Description
Information geometry provides the mathematical sciences with a fresh framework of analysis. This book presents a comprehensive introduction to the mathematical foundation of information geometry. It provides an overview of many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, and convex analysis.

Information Geometry and Its Applications

Information Geometry and Its Applications PDF Author: Shun-ichi Amari
Publisher: Springer
ISBN: 4431559787
Category : Mathematics
Languages : en
Pages : 378

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Book Description
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.

Differential Geometry and Statistics

Differential Geometry and Statistics PDF Author: M.K. Murray
Publisher: CRC Press
ISBN: 9780412398605
Category : Mathematics
Languages : en
Pages : 292

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Book Description
Ever since the introduction by Rao in 1945 of the Fisher information metric on a family of probability distributions, there has been interest among statisticians in the application of differential geometry to statistics. This interest has increased rapidly in the last couple of decades with the work of a large number of researchers. Until now an impediment to the spread of these ideas into the wider community of statisticians has been the lack of a suitable text introducing the modern coordinate free approach to differential geometry in a manner accessible to statisticians. Differential Geometry and Statistics aims to fill this gap. The authors bring to this book extensive research experience in differential geometry and its application to statistics. The book commences with the study of the simplest differentiable manifolds - affine spaces and their relevance to exponential families, and goes on to the general theory, the Fisher information metric, the Amari connections and asymptotics. It culminates in the theory of vector bundles, principal bundles and jets and their applications to the theory of strings - a topic presently at the cutting edge of research in statistics and differential geometry.

Applications of Differential Geometry to Econometrics

Applications of Differential Geometry to Econometrics PDF Author: Paul Marriott
Publisher: Cambridge University Press
ISBN: 9780521651165
Category : Business & Economics
Languages : en
Pages : 342

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Book Description
Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.

Asymptotic Theory of Statistical Inference for Time Series

Asymptotic Theory of Statistical Inference for Time Series PDF Author: Masanobu Taniguchi
Publisher: Springer
ISBN: 9781461270287
Category : Mathematics
Languages : en
Pages : 0

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Book Description
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

Statistical Decision Rules and Optimal Inference

Statistical Decision Rules and Optimal Inference PDF Author: N. N. Cencov
Publisher: American Mathematical Soc.
ISBN: 9780821813478
Category : Mathematics
Languages : en
Pages : 514

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Book Description
None available in plain English.

Information Geometry

Information Geometry PDF Author: Geert Verdoolaege
Publisher: MDPI
ISBN: 3038976326
Category : Juvenile Nonfiction
Languages : en
Pages : 355

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Book Description
This Special Issue of the journal Entropy, titled “Information Geometry I”, contains a collection of 17 papers concerning the foundations and applications of information geometry. Based on a geometrical interpretation of probability, information geometry has become a rich mathematical field employing the methods of differential geometry. It has numerous applications to data science, physics, and neuroscience. Presenting original research, yet written in an accessible, tutorial style, this collection of papers will be useful for scientists who are new to the field, while providing an excellent reference for the more experienced researcher. Several papers are written by authorities in the field, and topics cover the foundations of information geometry, as well as applications to statistics, Bayesian inference, machine learning, complex systems, physics, and neuroscience.

Nonparametric Inference on Manifolds

Nonparametric Inference on Manifolds PDF Author: Abhishek Bhattacharya
Publisher: Cambridge University Press
ISBN: 1107019583
Category : Mathematics
Languages : en
Pages : 252

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Book Description
Ideal for statisticians, this book will also interest probabilists, mathematicians, computer scientists, and morphometricians with mathematical training. It presents a systematic introduction to a general nonparametric theory of statistics on manifolds, with emphasis on manifolds of shapes. The theory has important applications in medical diagnostics, image analysis and machine vision.