Information Geometry (Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics)
暫譯: 資訊幾何學(數學及其邊界領域的成果。第三系列 / 現代數學調查系列)

Nihat Ay, Jürgen Jost, Hông Vân Lê, Lorenz Schwachhöfer

  • 出版商: Springer
  • 出版日期: 2017-10-02
  • 售價: $6,720
  • 貴賓價: 9.5$6,384
  • 語言: 英文
  • 頁數: 407
  • 裝訂: Hardcover
  • ISBN: 3319564773
  • ISBN-13: 9783319564777
  • 海外代購書籍(需單獨結帳)

相關主題

商品描述

The book provides a comprehensive introduction and a novel mathematical foundation of the field of information geometry with complete proofs and detailed background material on measure theory, Riemannian geometry and Banach space theory.  Parametrised measure models are defined as fundamental geometric objects, which can be both finite or infinite dimensional. Based on these models, canonical tensor fields are introduced and further studied, including the Fisher metric and the Amari-Chentsov tensor, and embeddings of statistical manifolds are investigated.

This novel foundation then leads to application highlights, such as generalizations and extensions of the classical uniqueness result of Chentsov or the Cramér-Rao inequality.  Additionally, several new application fields of information geometry are highlighted, for instance hierarchical and graphical models, complexity theory, population genetics, or Markov Chain Monte Carlo.

The book will be of interest to mathematicians who are interested in geometry, information theory, or the foundations of statistics, to statisticians as well as to scientists interested in the mathematical foundations of complex systems.

商品描述(中文翻譯)

本書提供了資訊幾何領域的全面介紹及全新的數學基礎,包含完整的證明和有關測度理論、黎曼幾何及巴拿赫空間理論的詳細背景資料。參數化測度模型被定義為基本的幾何物件,這些物件可以是有限維或無限維的。基於這些模型,引入並進一步研究了典範張量場,包括Fisher度量和Amari-Chentsov張量,並探討了統計流形的嵌入。

這一全新的基礎隨後引出了應用亮點,例如Chentsov的經典唯一性結果或Cramér-Rao不等式的推廣和擴展。此外,還突出了資訊幾何的幾個新應用領域,例如層次模型和圖形模型、複雜性理論、群體遺傳學或馬可夫鏈蒙特卡羅。

本書將吸引對幾何、資訊理論或統計基礎感興趣的數學家、統計學家以及對複雜系統數學基礎感興趣的科學家。