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Asymmetric Topologies on Statistical Manifolds
Published 29 Jul 2015 in cs.IT, math.FA, math.GN, and math.IT | (1507.08229v2)
Abstract: Asymmetric information distances are used to define asymmetric norms and quasimetrics on the statistical manifold and its dual space of random variables. Quasimetric topology, generated by the Kullback-Leibler (KL) divergence, is considered as the main example, and some of its topological properties are investigated.
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