| Paper Abstract and Keywords |
| Presentation |
2015-09-14 13:00
On the statistical properties and parametrization of curved exponential families
-- from the view point of $tau$-information geometry -- Masaru Tanaka (Fukuoka Univ.) PRMU2015-69 IBISML2015-29 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
For curved exponential family, its statistical properties depend on a parameterization. In 1982, Hougaard gives single differential equation with one parameter $delta$ in order to make the dependency of statistical properties on the parameterization clear. Then, in 1984, Kass shows that the Hougaard's differential equation is equivalent to the $alpha$-connection with respect to the new transformed parameter, and the parameter included the Hougaard differential equation is related to the $alpha$ parameter such as $alpha = 1 - 2 delta$. In 1999, Ellem extended the result of Kass to multidimensional case to investigate generalized linear models. They are all shown in the context of Amari's information geometry. But there is another type of information geometry called $tau$-information geometry. In this paper, it is shown that the Ellem's result still hold in the context of $tau$-information geometry. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
curved exponential family / $alpha$-connection / connection condition / $alpha$-affine conjugate / contraction / $tau$-log-likelihood / / |
| Reference Info. |
IEICE Tech. Rep., vol. 115, no. 224, PRMU2015-69, pp. 13-18, Sept. 2015. |
| Paper # |
PRMU2015-69 |
| Date of Issue |
2015-09-07 (PRMU, 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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PRMU2015-69 IBISML2015-29 |
| Conference Information |
| Committee |
PRMU IBISML IPSJ-CVIM |
| Conference Date |
2015-09-14 - 2015-09-15 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
|
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
|
| Paper Information |
| Registration To |
PRMU |
| Conference Code |
2015-09-PRMU-IBISML-CVIM |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
On the statistical properties and parametrization of curved exponential families |
| Sub Title (in English) |
from the view point of $tau$-information geometry |
| Keyword(1) |
curved exponential family |
| Keyword(2) |
$alpha$-connection |
| Keyword(3) |
connection condition |
| Keyword(4) |
$alpha$-affine conjugate |
| Keyword(5) |
contraction |
| Keyword(6) |
$tau$-log-likelihood |
| Keyword(7) |
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| Keyword(8) |
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| 1st Author's Name |
Masaru Tanaka |
| 1st Author's Affiliation |
Fukuoka University (Fukuoka Univ.) |
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| Speaker |
Author-1 |
| Date Time |
2015-09-14 13:00:00 |
| Presentation Time |
30 minutes |
| Registration for |
PRMU |
| Paper # |
PRMU2015-69, IBISML2015-29 |
| Volume (vol) |
vol.115 |
| Number (no) |
no.224(PRMU), no.225(IBISML) |
| Page |
pp.13-18 |
| #Pages |
6 |
| Date of Issue |
2015-09-07 (PRMU, IBISML) |