Deformed Algebras and Generalizations of Independence on Deformed Exponential Families

Entropy

Hiroshi Matsuzoe¹  Tatsuaki Wada² 

[1] Department of Computer Science and Engineering, Nagoya Institute of Technology, Gokiso-cho, Showa-ku, Nagoya, 466-8555, Japan;Department of Electrical and Electronic Engineering, Ibaraki University, 4-12-1 Nakanarusawa, Hitachi, Ibaraki, 316-8511, Japan; E-Mail:

关键词: deformed algebra;    deformed exponential family;    expectation functional;    information geometry;    statistical manifold;    generalized maximum likelihood method;   

DOI  :  10.3390/e17085729

来源: mdpi

【 摘 要 】

A deformed exponential family is a generalization of exponential families. Since the useful classes of power law tailed distributions are described by the deformed exponential families, they are important objects in the theory of complex systems. Though the deformed exponential families are defined by deformed exponential functions, these functions do not satisfy the law of exponents in general. The deformed algebras have been introduced based on the deformed exponential functions. In this paper, after summarizing such deformed algebraic structures, it is clarified how deformed algebras work on deformed exponential families. In fact, deformed algebras cause generalization of expectations. The three kinds of expectations for random variables are introduced in this paper, and it is discussed why these generalized expectations are natural from the viewpoint of information geometry. In addition, deformed algebras cause generalization of independences. Whereas it is difficult to check the well-definedness of deformed independence in general, the κ-independence is always well-defined on κ-exponential families. This is one of advantages of κ-exponential families in complex systems. Consequently, we can well generalize the maximum likelihood method for the κ-exponential family from the viewpoint of information geometry.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.