Information Geometry of the Gaussian Space

2018/03/20 by Pistone, Giovanni
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1803.08135

Abstract

We discuss the Pistone-Sempi exponential manifold on the finite-dimensional Gaussian space. We consider the role of the entropy, the continuity of translations, Poincaré-type inequalities, the generalized differentiability of probability densities of the Gaussian space.

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