Information Geometry of the Gaussian Distribution in View of Stochastic Optimization

DOI10.1145/2725494.2725510zbMath1360.90178OpenAlexW2034446667WikidataQ56384530 ScholiaQ56384530MaRDI QIDQ2981895

Luigi Malagò, Giovanni Pistone

Publication date: 10 May 2017

Published in: Proceedings of the 2015 ACM Conference on Foundations of Genetic Algorithms XIII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2725494.2725510

zbMATH Keywords

exponential familyinformation geometrymultivariate Gaussian distributionstochastic relaxationstochastic natural gradient descent

Mathematics Subject Classification ID

Stochastic programming (90C15) Special Riemannian manifolds (Einstein, Sasakian, etc.) (53C25) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Regularized Aggregation of One-Off Probability Predictions ⋮ Relations between entropy rate, entropy production and information geometry in linear stochastic systems ⋮ Bayesian experimental design without posterior calculations: an adversarial approach ⋮ Wasserstein Riemannian geometry of Gaussian densities

Cites Work

• Approximating fixation probabilities in the generalized Moran process
• On the fixation probability of superstars
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