Presentation | 2013-09-02 Escort distribution and Expectation Masaru TANAKA, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | A new formulation of information geometry is given by extending a translation operation on an affine space of probability density functions with up to scale from a logarithmic function to a τ- logarithmic function. In this formulation, aτ-affine space P^^~^<(τ=s)> and itsτ-affine conjugated space P^^~_#^<(τ=s)⊂P^^~^<(τ=1-s)> play important roles. τ-affine conjugation of a point in P^^~^<(τ=s)> gives a point in P^^~^<(τ=1-s)> with the same affine coordinates. On the P^^~^<(τ=s)×P^^~_#^<(τ=s),a contraction is defined by integrating f(x)g(x) about random variable x, where f(x) ∈P P^^~^<(τ=s) and g(x)∈P^^~_#^<(τ=s). With a renormalization technique for aτ-log-likelihood, the contraction leads to a new definition of an expectation. This new expectation admits a usual interpretation but is essentially different from the usual one. It reveals that an escort distribution is nothing but a normalized and renormalizedτ-log-likelihood. Therefore, the escort distribution is no longer necessary for us. What we need is the normalized and renormalizedτ-log-likelihood. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | τ-affine structure / τ-affine conjugate / contraction / τ-log-likelihood / escort distribution / renormalized τ-log-likelihood |
Paper # | PRMU2013-38,IBISML2013-18 |
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Conference Information | |
Committee | PRMU |
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Conference Date | 2013/8/26(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Pattern Recognition and Media Understanding (PRMU) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Escort distribution and Expectation |
Sub Title (in English) | |
Keyword(1) | τ-affine structure |
Keyword(2) | τ-affine conjugate |
Keyword(3) | contraction |
Keyword(4) | τ-log-likelihood |
Keyword(5) | escort distribution |
Keyword(6) | renormalized τ-log-likelihood |
1st Author's Name | Masaru TANAKA |
1st Author's Affiliation | Faculty of Science, Fukuoka University() |
Date | 2013-09-02 |
Paper # | PRMU2013-38,IBISML2013-18 |
Volume (vol) | vol.113 |
Number (no) | 196 |
Page | pp.pp.- |
#Pages | 8 |
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