1.

Record Nr.

UNINA9910299979403321

Autore

Calin Ovidiu

Titolo

Geometric Modeling in Probability and Statistics / / by Ovidiu Calin, Constantin Udrişte

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014

ISBN

3-319-07779-1

Edizione

[1st ed. 2014.]

Descrizione fisica

1 online resource (XXIII, 375 p. 22 illus., 3 illus. in color.)

Disciplina

519.5

Soggetti

Probabilities

Geometry

Statistics 

Probability Theory and Stochastic Processes

Statistical Theory and Methods

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

Part I: The Geometry of Statistical Models -- Statistical Models -- Explicit Examples -- Entropy on Statistical Models -- Kullback–Leibler Relative Entropy -- Informational Energy -- Maximum Entropy Distributions -- Part II: Statistical Manifolds -- An Introduction to Manifolds -- Dualistic Structure -- Dual Volume Elements -- Dual Laplacians -- Contrast Functions Geometry -- Contrast Functions on Statistical Models -- Statistical Submanifolds -- Appendix A: Information Geometry Calculator.

Sommario/riassunto

This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions. This is a field that is increasingly attracting the interest of researchers from many different areas of science, including mathematics, statistics, geometry, computer science, signal processing, physics and neuroscience. It is the authors’ hope that the present book will be a valuable reference for researchers and graduate students in one of the aforementioned fields. This textbook is a unified presentation of differential geometry and probability theory, and constitutes a text for a course directed at graduate or advanced



undergraduate students interested in applications of differential geometry in probability and statistics. The book contains over 100 proposed exercises meant to help students deepen their understanding, and it is accompanied by software that is able to provide numerical computations of several information geometric objects. The reader will understand a flourishing field of mathematics in which very few books have been written so far.