Projections with logarithmic divergences

DOI10.1007/978-3-030-80209-7_52OpenAlexW3186525817MaRDI QIDQ2117888

Ting-Kam Leonard Wong, Zhixu Tao

Publication date: 22 March 2022

Full work available at URL: https://arxiv.org/abs/2105.07767

zbMATH Keywords

principal component analysisprojectionlogarithmic divergencedual foliationgeneralized exponential family

Mathematics Subject Classification ID

Differential geometric aspects of statistical manifolds and information geometry (53B12) Information geometry (statistical aspects) (62B11)

Cites Work

• The geometry of relative arbitrage
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• Information geometry and its applications
• Second order efficiency of minimum contrast estimators in a curved exponential family
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• Multiplicative Schrödinger problem and the Dirichlet transport
• Logarithmic divergences: geometry and interpretation of curvature
• Principal component analysis: a review and recent developments
• Generalised Thermostatistics
• Information geometry on hierarchy of probability distributions
• Information Geometry of U-Boost and Bregman Divergence
• Information Geometry in Portfolio Theory
• Information Geometry

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