Theoretical foundations and mathematical formalism of the power-law tailed statistical distributions
G Kaniadakis - Entropy, 2013 - mdpi.com
We present the main features of the mathematical theory generated by the κ-deformed
exponential function exp κ (x)=(1+ κ 2 x 2+ κ x) 1/κ, with 0≤ κ< 1, developed in the last …
exponential function exp κ (x)=(1+ κ 2 x 2+ κ x) 1/κ, with 0≤ κ< 1, developed in the last …
[KNYGA][B] Information geometry and its applications
S Amari - 2016 - books.google.com
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 …
field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide …
Relativistic Roots of κ-Entropy
G Kaniadakis - Entropy, 2024 - mdpi.com
The axiomatic structure of the κ-statistcal theory is proven. In addition to the first three
standard Khinchin–Shannon axioms of continuity, maximality, and expansibility, two further …
standard Khinchin–Shannon axioms of continuity, maximality, and expansibility, two further …
Geometry of deformed exponential families: Invariant, dually-flat and conformal geometries
S Amari, A Ohara, H Matsuzoe - Physica A: Statistical Mechanics and its …, 2012 - Elsevier
An information-geometrical foundation is established for the deformed exponential families
of probability distributions. Two different types of geometrical structures, an invariant …
of probability distributions. Two different types of geometrical structures, an invariant …
[HTML][HTML] Deformed exponentials and applications to finance
B Trivellato - Entropy, 2013 - mdpi.com
We illustrate some financial applications of the Tsallis and Kaniadakis deformed
exponential. The minimization of the corresponding deformed divergence is discussed as a …
exponential. The minimization of the corresponding deformed divergence is discussed as a …
Nonparametric information geometry
G Pistone - International Conference on Geometric Science of …, 2013 - Springer
The differential-geometric structure of the set of positive densities on a given measure space
has raised the interest of many mathematicians after the discovery by CR Rao of the …
has raised the interest of many mathematicians after the discovery by CR Rao of the …
[HTML][HTML] On Voronoi diagrams on the information-geometric Cauchy manifolds
F Nielsen - Entropy, 2020 - mdpi.com
We study the Voronoi diagrams of a finite set of Cauchy distributions and their dual
complexes from the viewpoint of information geometry by considering the Fisher-Rao …
complexes from the viewpoint of information geometry by considering the Fisher-Rao …
Clustering above exponential families with tempered exponential measures
The link with exponential families has allowed k-means clustering to be generalized to a
wide variety of data-generating distributions in exponential families and clustering …
wide variety of data-generating distributions in exponential families and clustering …
[HTML][HTML] Examples of the application of nonparametric information geometry to statistical physics
G Pistone - Entropy, 2013 - mdpi.com
We review a nonparametric version of Amari's information geometry in which the set of
positive probability densities on a given sample space is endowed with an atlas of charts to …
positive probability densities on a given sample space is endowed with an atlas of charts to …
f-GANs in an information geometric nutshell
Nowozin\textit {et al} showed last year how to extend the GAN\textit {principle} to all $ f $-
divergences. The approach is elegant but falls short of a full description of the supervised …
divergences. The approach is elegant but falls short of a full description of the supervised …