Information geometry of statistical inference - An overview

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

28 Scopus citations

Abstract

The present paper gives a short introduction to information geometry, by using a simple model of an exponential family which is a dually flat Riemannian space. The paper then overviews some of the applications of information geometry: 1) the higher-order asymptotic theory of estimation; 2) semiparametric estimation of the parameter of interest; 3) learning neural networks under the Riemannian structure; and 4) analysis of turbo codes, low density parity check codes and belief propagation algorithm.

Original languageEnglish
Title of host publicationProceedings of the 2002 IEEE Information Theory Workshop, ITW 2002
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages86-89
Number of pages4
ISBN (Electronic)0780376293, 9780780376298
DOIs
StatePublished - 2002
Externally publishedYes
Event2002 IEEE Information Theory Workshop, ITW 2002 - Bangalore, India
Duration: 20 Oct 200225 Oct 2002

Publication series

NameProceedings of the 2002 IEEE Information Theory Workshop, ITW 2002

Conference

Conference2002 IEEE Information Theory Workshop, ITW 2002
Country/TerritoryIndia
CityBangalore
Period20/10/0225/10/02

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