Archivio Istituzionale della RicercaWe discuss the extended exponential models obtained by extending a canonical exponential model with its limits. We aim to clarify the geometry of one of the possible definitions of the extended exponential model from the differential geometry point of view. New technical results and examples of applications will be given in later sections. The properties of the Kullback–Leibler divergence are shown in the last section and its relations with exponential models are discussed. Reference should be made to Chapter 21 for the algebraic aspects of the exponential models.
Geometry of extended exponential models / Imparato, DANIELE ENRICO; Trivellato, Barbara - In: Algebraic and Geometric Methods in Statistics / GIBILISCO P.; RICCOMAGNO E.; PISTONE G.; WYNN H. P.. - STAMPA. - CAMBRIDGE : Cambridge University Press, 2009. - ISBN 9780521896191. - pp. 307-326 [10.1017/CBO9780511642401.020]
Geometry of extended exponential models
IMPARATO, DANIELE ENRICO;TRIVELLATO, BARBARA
2009
Abstract
We discuss the extended exponential models obtained by extending a canonical exponential model with its limits. We aim to clarify the geometry of one of the possible definitions of the extended exponential model from the differential geometry point of view. New technical results and examples of applications will be given in later sections. The properties of the Kullback–Leibler divergence are shown in the last section and its relations with exponential models are discussed. Reference should be made to Chapter 21 for the algebraic aspects of the exponential models.
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https://hdl.handle.net/11583/1879178
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