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A stroll along the gamma
[article]
2016
arXiv
pre-print
We provide the first in-depth study of the "smart path" interpolation between an arbitrary probability measure and the gamma-(α, λ) distribution. We propose new explicit representation formulae for the ensuing process as well as a new notion of relative Fisher information with a gamma target distribution. We use these results to prove a differential and an integrated De Bruijn identity which hold under minimal conditions, hereby extending the classical formulae which follow from Bakry, Emery
arXiv:1511.04923v3
fatcat:iayq3oaukva3leddnu4pwn4ck4