Direct Calculation Methods for Parameter Estimation in Statistical Manifolds of Finite Discrete Distributions

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概要

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• From an information geometric viewpoint, we investigate a characteristic of the submanifold of a mixture or exponential family in the manifold of finite descrete distributions. Using the characteristic, we derive a direct calculation method for an em-geodesic in the submanifold. In this method, the value of the primal parameter on the geodesic can be obtained without iterations for a gradient system which represents the geodesic. We also derive the similar algorithms for both problems of parameter estimation and functional extension of the submanifold for a data in the ambient manifold. These theoretical approaches from geometric analysis will contribute to the development of an efficient algorithm in computational complexity.

• 社団法人電子情報通信学会の論文
• 1998-07-25

著者

• Hayashi Yukio

  School Of Knowledge Science Japan Advanced Institute Of Science And Technology

関連論文

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