Information Geometry of the Gaussian Space

Published 20 Mar 2018 in math.PR | (1803.08135v1)

Abstract: We discuss the Pistone-Sempi exponential manifold on the finite-dimensional Gaussian space. We consider the role of the entropy, the continuity of translations, Poincar\'e-type inequalities, the generalized differentiability of probability densities of the Gaussian space.

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Giovanni Pistone

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