On a method to construct exponential families by representation theory

6 Jul 2019  ·  Koichi Tojo, Taro Yoshino ·

Exponential family plays an important role in information geometry. In arXiv:1811.01394, we introduced a method to construct an exponential family $\mathcal{P}=\{p_\theta\}_{\theta\in\Theta}$ on a homogeneous space $G/H$ from a pair $(V,v_0)$. Here $V$ is a representation of $G$ and $v_0$ is an $H$-fixed vector in $V$. Then the following questions naturally arise: (Q1) when is the correspondence $\theta\mapsto p_\theta$ injective? (Q2) when do distinct pairs $(V,v_0)$ and $(V',v_0')$ generate the same family? In this paper, we answer these two questions (Theorems 1 and 2). Moreover, in Section 3, we consider the case $(G,H)=(\mathbb{R}_{>0}, \{1\})$ with a certain representation on $\mathbb{R}^2$. Then we see the family obtained by our method is essentially generalized inverse Gaussian distribution (GIG).

PDF Abstract
No code implementations yet. Submit your code now

Tasks


Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here