Geometric Shrinkage Priors for Kählerian Signal Filters
نویسندگان
چکیده
We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifold, an algorithm for finding the superharmonic priors is introduced. The algorithm is efficient and robust to obtain the Komaki priors. Several ansätze for the priors are also suggested. In particular, the ansätze related to Kähler potential are geometrically intrinsic priors to the information manifold because the geometry is derived from the potential. The implication to the ARFIMA model is also provided.
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ورودعنوان ژورنال:
- Entropy
دوره 17 شماره
صفحات -
تاریخ انتشار 2015