Information Geometry for Random Walk

被引：0

作者：

吴利萍

孙华飞

曹丽梅

机构：

[1] SchoolofScience,BeijingInstituteofTechnology

来源：

Journal of Beijing Institute of Technology | 2009年 / 18卷 / 03期

关键词：

information geometry; random walk; hierarchical structure; divergence;

D O I：

10.15918/j.jbit1004-0579.2009.03.008

中图分类号：

O186.1 [微分几何];

学科分类号：

0701 ; 070101 ;

摘要：

The random walk(RW)is investigated from the viewpoint of information geometry and shown to be an exponential family distribution.It has a dual coordinate system and a dual geometric structure.Then submanifolds of RW manifold is studied,and the e-flat hierarchical structure and the orthogonal foliations of RW manifold are obtained.Finally,using the Kullback-Leibler divergence,the projections are given from the RW manifold to its submanifolds.

引用

页码：356 / 360

页数：5