A q-exponential statistical Banach manifold

Abstract

Letµbe a given probability measure andMµ the set ofµ-equivalent strictly positive probability densities -- In this paper we construct a Banach manifold on Mµ, modeled on the space L∞(p · µ) where p is a reference density, for the non-parametric q-exponential statistical models (Tsallis’s deformed exponential), where 0 < q < 1 is any real number -- This family is characterized by the fact that when q → 1, then the non-parametric exponential models are obtained and the manifold constructed by Pistone and Sempi is recovered, up to continuous embeddings on the modeling space -- The coordinate mappings of the manifold are given in terms of Csiszár’s Φ-divergences; the tangent vectors are identified with the one-dimensional q-exponential models and q-deformations of the score function

Letµbe a given probability measure andMµ the set ofµ-equivalent strictly positive probability densities -- In this paper we construct a Banach manifold on Mµ, modeled on the space L∞(p · µ) where p is a reference density, for the non-parametric q-exponential statistical models (Tsallis’s deformed exponential), where 0 < q < 1 is any real number -- This family is characterized by the fact that when q → 1, then the non-parametric exponential models are obtained and the manifold constructed by Pistone and Sempi is recovered, up to continuous embeddings on the modeling space -- The coordinate mappings of the manifold are given in terms of Csiszár’s Φ-divergences; the tangent vectors are identified with the one-dimensional q-exponential models and q-deformations of the score function