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
Conference Date 2013/8/26(1days)
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Paper Information
Registration To Pattern Recognition and Media Understanding (PRMU)
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
Date of Issue