Differentiating densities on smooth manifolds
نویسندگان
چکیده
منابع مشابه
Manifolds of Differentiable Densities
We develop a family of infinite-dimensional (i.e. non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class Ck b with respect to appropriate reference measures. The case k = ∞, in which the manifolds are modelled on Fréchet spaces, is included. The manifolds admit the Fisher-Rao metric and the dually flat geometry of Amari...
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2021
ISSN: 0096-3003
DOI: 10.1016/j.amc.2021.126444