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Lagrangian Function on the Finite State Space Statistical Bundle

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Submitted:

25 January 2018

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26 January 2018

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Abstract
The statistical bundle is the set of couples ( Q , W ) of a probability density Q and a random variable W such that EQ [W] = 0. On a finite state space, we assume Q to be a probability density with respect to the uniform probability and give an affine atlas of charts such that the resulting manifold is a model for Information Geometry. Velocity and accelleration of a one-dimensional statistical model are computed in this set up. The Euler-Lagrange equations are derived from the Lagrange action integral. An example of Lagrangian using minus the entropy as potential energy is briefly discussed.
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Subject: Computer Science and Mathematics  -   Probability and Statistics
Copyright: This open access article is published under a Creative Commons CC BY 4.0 license, which permit the free download, distribution, and reuse, provided that the author and preprint are cited in any reuse.
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