Paper Abstract and Keywords |
Presentation |
2018-03-05 14:15
Exponential Family of Markov Kernels and Asymptotic Exponential Family of Markov Sources Jun'ichi Takeuchi (Kyushu Univ.), Hiroshi Nagaoka (UEC) IBISML2017-93 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
For parametric models of Markov sources, we prove that the notion of asymptotic exponential family is equivalent to the notion of exponential family of Markov kernels. The former was introduced by Takeuchi and Barron (1998) for families of general stochastic processes, inspired by the exponential family of Markov chains discovered by Ito and Amari (1988), while the latter was introduced by Nakagawa and Kanaya (1993) for one-dimensional families of Markov sources based on the discussion by Ito and Amari (1988) and later the general form was established by Nagaoka (2005). The discussion in this report is some refinement of works of Takeuchi and Nagaoka (2017). |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
exponential family / Markov model / information geometry / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 117, no. 475, IBISML2017-93, pp. 21-25, March 2018. |
Paper # |
IBISML2017-93 |
Date of Issue |
2018-02-26 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2017-93 |
Conference Information |
Committee |
IBISML |
Conference Date |
2018-03-05 - 2018-03-06 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Nishijin Plaza, Kyushu University |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Statisitical Mathematics, Machine Learning, Data Mining, etc. |
Paper Information |
Registration To |
IBISML |
Conference Code |
2018-03-IBISML |
Language |
English |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Exponential Family of Markov Kernels and Asymptotic Exponential Family of Markov Sources |
Sub Title (in English) |
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exponential family |
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Markov model |
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information geometry |
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1st Author's Name |
Jun'ichi Takeuchi |
1st Author's Affiliation |
Kyushu University (Kyushu Univ.) |
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Hiroshi Nagaoka |
2nd Author's Affiliation |
The University of Electro-Communications (UEC) |
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Speaker |
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Date Time |
2018-03-05 14:15:00 |
Presentation Time |
25 minutes |
Registration for |
IBISML |
Paper # |
IBISML2017-93 |
Volume (vol) |
vol.117 |
Number (no) |
no.475 |
Page |
pp.21-25 |
#Pages |
5 |
Date of Issue |
2018-02-26 (IBISML) |
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