Affine Calculus for Constrained Minima of the Kullback–Leibler Divergence

The non-parametric version of Amari’s dually affine Information Geometry provides a practical calculus to perform computations of interest in statistical machine learning. The method uses the notion of a statistical bundle, a mathematical structure that includes both probability densities and random...

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Bibliographic Details
Main Author: Giovanni Pistone
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/8/2/25
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