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Conformal geometry of statistical manifold with application to sequential estimation
Affi ne connections Curved exponential family Hyperboloid dis-tribution Information geometry Projective transformation Riemannian metric Space of constant curvature Totally umbilic von Mises-Fisher distribution
2011/3/23
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in Okamoto, Amari and T...
Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies
EM algorithm entropy Fisher information genetic linkage studies haplotype-based association studies
2011/3/21
Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the perf...
Certain Relations between Mutual Information and Fidelity of Statistical Estimation
Certain Relations Mutual Information Fidelity of Statistical Estimation
2010/10/19
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an ...