Differential Geometrical Methods In Statistics

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Differential Geometrical Methods In Statistics

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Author : Shun-ichi Amari
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Differential Geometrical Methods In Statistics written by Shun-ichi Amari and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

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

Differential Geometrical Methods In Statistics

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Author : Shun-ichi Amari
language : en
Publisher: Springer
Release Date : 1990-02-14

Differential Geometrical Methods In Statistics written by Shun-ichi Amari and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-02-14 with Mathematics categories.

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

Differential Geometry And Statistics

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Author : M.K. Murray
language : en
Publisher: Routledge
Release Date : 2017-10-19

Differential Geometry And Statistics written by M.K. Murray and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-19 with Mathematics categories.

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.

Differential Geometry In Statistical Inference

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Author : Shun'ichi Amari
language : en
Publisher: IMS
Release Date : 1987

Differential Geometry In Statistical Inference written by Shun'ichi Amari and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Geometry, Differential categories.

Applications Of Differential Geometry To Econometrics

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Author : Paul Marriott
language : en
Publisher: Cambridge University Press
Release Date : 2000-08-31

Applications Of Differential Geometry To Econometrics written by Paul Marriott and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-08-31 with Business & Economics categories.

Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.

Differential Geometrical Theory Of Statistics

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Author : Frédéric Barbaresco
language : en
Publisher: MDPI
Release Date : 2018-04-06

Differential Geometrical Theory Of Statistics written by Frédéric Barbaresco and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-06 with Computers categories.

This book is a printed edition of the Special Issue "Differential Geometrical Theory of Statistics" that was published in Entropy

Methods Of Information Geometry

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Author : Shun-ichi Amari
language : en
Publisher: American Mathematical Soc.
Release Date : 2000

Methods Of Information Geometry written by Shun-ichi Amari and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.

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.

Geometrical Methods Of Mathematical Physics

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Author : Bernard F. Schutz
language : en
Publisher: Cambridge University Press
Release Date : 1980-01-28

Geometrical Methods Of Mathematical Physics written by Bernard F. Schutz and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980-01-28 with Science categories.

In recent years the methods of modern differential geometry have become of considerable importance in theoretical physics and have found application in relativity and cosmology, high-energy physics and field theory, thermodynamics, fluid dynamics and mechanics. This textbook provides an introduction to these methods - in particular Lie derivatives, Lie groups and differential forms - and covers their extensive applications to theoretical physics. The reader is assumed to have some familiarity with advanced calculus, linear algebra and a little elementary operator theory. The advanced physics undergraduate should therefore find the presentation quite accessible. This account will prove valuable for those with backgrounds in physics and applied mathematics who desire an introduction to the subject. Having studied the book, the reader will be able to comprehend research papers that use this mathematics and follow more advanced pure-mathematical expositions.

Geometric Modeling In Probability And Statistics

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Author : Ovidiu Calin
language : en
Publisher: Springer
Release Date : 2017-04-30

Geometric Modeling In Probability And Statistics written by Ovidiu Calin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-30 with Mathematics categories.

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.

Algebraic And Geometric Methods In Statistics

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Author : Paolo Gibilisco
language : en
Publisher: Cambridge University Press
Release Date : 2010

Algebraic And Geometric Methods In Statistics written by Paolo Gibilisco and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.

An up-to-date account of algebraic statistics and information geometry, which also explores the emerging connections between these two disciplines.