Computational information geometry: theory and practice

Karim Anaya-Izquierdo; Frank Critchley; Paul Marriott; Paul W. Vos

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arXiv · 1209.1988

Computational information geometry: theory and practice

Karim Anaya-Izquierdo·Frank Critchley·Paul Marriott·Paul W. Vos

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Abstract

This paper lays the foundations for a unified framework for numerically and computationally applying methods drawn from a range of currently distinct geometrical approaches to statistical modelling. In so doing, it extends information geometry from a manifold based approach to one where the simplex is the fundamental geometrical object, thereby allowing applications to models which do not have a fixed dimension or support. Finally, it starts to build a computational framework which will act as a proxy for the 'space of all distributions' that can be used, in particular, to investigate model selection and model uncertainty. A varied set of substantive running examples is used to illustrate theoretical and practical aspects of the discussion. Further developments are briefly indicated.

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BibTeX RIS

Karim Anaya-Izquierdo, Frank Critchley, Paul Marriott, Paul W. Vos. 2012-09-10. Computational information geometry: theory and practice. https://arxiv.org/abs/1209.1988

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