Computational information geometry: theory and practice [article]

Karim Anaya-Izquierdo and Frank Critchley and Paul Marriott and Paul W. Vos
2012 arXiv   pre-print
This paper lays the foundations for a unified framework for numerically and computationally applying methods drawn from a range of currently distinct geometrical approaches to statistical modelling. In so doing, it extends information geometry from a manifold based approach to one where the simplex is the fundamental geometrical object, thereby allowing applications to models which do not have a fixed dimension or support. Finally, it starts to build a computational framework which will act as
more » ... proxy for the 'space of all distributions' that can be used, in particular, to investigate model selection and model uncertainty. A varied set of substantive running examples is used to illustrate theoretical and practical aspects of the discussion. Further developments are briefly indicated.
arXiv:1209.1988v1 fatcat:y47sva2hyvdzbmlgjt7nzaolqu