NDLI: Information geometry of small diffusions

Content Provider	Springer Nature Link
Author	Sei, Tomonari Komaki, Fumiyasu
Copyright Year	2007
Abstract	Information geometrical quantities such as metric tensors and connection coefficients for small diffusion models are obtained. Asymptotic properties of bias-corrected estimators for small diffusion models are investigated from the viewpoint of information geometry. Several results analogous to those for independent and identically distributed (i.i.d.) models are obtained by using the asymptotic normality of the statistics appearing in asymptotic expansions. In contrast to the asymptotic theory for i.i.d.models, the geometrical quantities depend on the magnitude of noise.
Starting Page	123
Ending Page	141
Page Count	19
File Format	PDF
ISSN	13870874
Journal	Statistical Inference for Stochastic Processes
Volume Number	11
Issue Number	2
e-ISSN	15729311
Language	English
Publisher	Springer Netherlands
Publisher Date	2007-06-22
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Curved exponential family Information geometry Second-order asymptotic efficiency Small diffusion models Probability Theory and Stochastic Processes
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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Information geometry of small diffusions