Natural Gradient Flow in the Mixture Geometry of a Discrete Exponential Family

Natural Gradient Flow in the Mixture Geometry of a Discrete Exponential Family

In this paper, we study Amari’s natural gradient flows of real functions defined on the densities belonging to an exponential family on a finite sample space. Our main example is the minimization of the expected value of a real function defined on the sample space. In such a case, the natural gradie...

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Bibliographic Details
Main Authors: Luigi Malagò, Giovanni Pistone
Format: Article
Language:English
Published: MDPI AG 2015-06-01
Series:Entropy
Subjects:
information geometry
stochastic relaxation
natural gradient flow
expectation parameters
toric models
Online Access:http://www.mdpi.com/1099-4300/17/6/4215

Internet

http://www.mdpi.com/1099-4300/17/6/4215

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