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0   1
0              1

1.
     (n   M)
0                                    1

1.
     (n                 M)
2.
     (Fisher   g   α-        (α) )
0                                       1

1.
     (n                   M)
2.
     (Fisher    g α-            (α) )

3.             (M, g,   (α) )
0                                       1

1.
     (n                   M)
2.
     (Fisher    g α-            (α) )

3.             (M, g,   (α) )

4.
1 n             M   2

      p(x; ξ)
1 n                                     M           2

          p(x; ξ)

      M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn
                                         open

n
1 n                                               M           2

                      p(x; ξ)

                M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn
                                                   open

   n
(ξ1 , · · · , ξ n )                           M    n
1 n                                               M           2

                      p(x; ξ)

                M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn
                                                   open

   n
(ξ1 , · · · , ξ n )                           M    n
2   3
2   3
2.1 Fisher          4

M            gi j
2.1 Fisher                                   4

M                  gi j
                              ∂lξ ∂lξ
             gi j (ξ) :=Eξ
                              ∂ξi ∂ξ j


Eξ [ f ] := f (x)p(x; ξ)dx(        f     )
l(x; ξ) := log p(x; ξ)
2.1 Fisher                                               4

M                  gi j
                           ∂lξ ∂lξ
             gi j (ξ) :=Eξ
                           ∂ξi ∂ξ j
                           ∂l(x; ξ) ∂l(x; ξ)
                       =                     p(x; ξ)dx
                             ∂ξ i     ∂ξ j


Eξ [ f ] := f (x)p(x; ξ)dx(     f           )
l(x; ξ) := log p(x; ξ)
*1   5




*1   [3]
Fisher   6
Fisher                        6


              p(x; ξ)dx = 1

         ξi
7
(   )=0
       ∂
(   )= i   p(x; ξ)dx
      ∂ξ
7
(   )=0
       ∂
(   )= i       p(x; ξ)dx
      ∂ξ
            ∂
    =           p(x; ξ)dx
           ∂ξ i
7
(   )=0
       ∂
(   )= i       p(x; ξ)dx
      ∂ξ
            ∂
    =           p(x; ξ)dx
           ∂ξ i

           ∂l(x; ξ)
    =               p(x; ξ)dx
             ∂ξ  i
,                            8
    ∂l(x; ξ)
             p(x; ξ)dx = 0
      ∂ξ i
,                                 8
         ∂l(x; ξ)
                  p(x; ξ)dx = 0
           ∂ξ i



    ξj
9
(   )=0
        ∂      ∂l(x; ξ)
(   )=                  p(x; ξ)dx
       ∂ξ j      ∂ξi
           ∂ ∂l(x; ξ)
     =                   p(x; ξ) dx
          ∂ξ j    ∂ξ i

          ∂2 l(x; ξ)
     =                p(x; ξ)dx
           ∂ξ  j ∂ξ i

          ∂l(x; ξ) ∂l(x; ξ)
     +                       p(x; ξ)dx
            ∂ξi        ∂ξ j
10
∂l(x; ξ) ∂l(x; ξ)                 ∂2 l(x; ξ)
                  p(x; ξ)dx = −               p(x; ξ)dx
  ∂ξ i     ∂ξ j                    ∂ξ  j ∂ξ i
10
∂l(x; ξ) ∂l(x; ξ)                  ∂2 l(x; ξ)
                  p(x; ξ)dx = −                p(x; ξ)dx
  ∂ξ i     ∂ξ j                     ∂ξ  j ∂ξ i

 Fisher
                          ∂2 l(x; ξ)
            gi j (ξ) = −E                                  (1)
                           ∂ξ j ∂ξi
   (1)    Fisher
2.2 α-                                                        11

α∈R

   (α)          ∂2 l(x; ξ) 1 − α ∂l(x; ξ) ∂l(x; ξ) ∂l(x; ξ)
  Γi j,k   =E               +
                 ∂ξ  j ∂ξ i   2    ∂ξi      ∂ξ j     ∂ξk
2.2 α-                                                        11

α∈R

   (α)          ∂2 l(x; ξ) 1 − α ∂l(x; ξ) ∂l(x; ξ) ∂l(x; ξ)
  Γi j,k   =E               +
                 ∂ξ  j ∂ξ i   2    ∂ξi      ∂ξ j     ∂ξk
                        α-         (α)
                                     
                    
                              ∂    ∂ 
                                      
                   g
                    
                    
                    
                        (α)
                         ∂        , k  = Γ(α)
                                      
                                      
                                 j ∂ξ 
                        ∂ξi
                              ∂ξ           i j,k
2.3 α-                          12

1.       (torsion tensorT   )
2.3 α-                                                12

1.                  (torsion tensorT          )
2.    (−α)    (α)
                      (α)              (−α)
     (Xg(Y, Z) = g(   X Y, Z) + g(Y,   X Z)       )
2.3 α-                                                       12

1.                  (torsion tensorT               )
2.    (−α)    (α)
                      (α)               (−α)
     (Xg(Y, Z) = g(   X Y, Z) + g(Y,    X Z)            )
3. α = 0              α-       Fisher      g   Levi-Civita
2.4                                                        13


R : X(M) × X(M) × X(M)     (X, Y, Z) −→ R(X, Y)Z ∈ X(M)
         R(X, Y)Z :=   X   YZ   −   Y   XZ   −   [X,Y] Z

                                         (X, Y, Z           )

       (1,3)
14
    TpM     2                Πp                       {X, Y}


                            g(R(X, Y)Y, X)
          K(Π p ) :=
                     g(X, X) · g(Y, Y) − (g(X, Y))2
p
3   15
3.1                16

M:
g: M
  :g       M
               ∗

(M, g, )
3.2                                                         17

             p
                         n

                                                       
                        
                        
                        
                                  n                     
                                                        
                                                        
          p(x; θ) = exp C(x) +
                        
                        
                                       θ F s (x) − ϕ(θ)
                                         s              
                                                        
                                                        
                                  s=1

      C(x) ∈ F (X), F s (x)   0 ∈ F (X), ϕ(θ) ∈ F (Θ)


3.3
1.
2.                           18
3. Poisson
4. Gamma
5. Beta
6.
7.           etc.
                    Cauchy
19
3.4 Fisher              α-                                20
                                                     
                    
                    
                    
                                  n                   
                                                      
                                                      
      p(x; θ) = exp C(x) +
                    
                    
                                     θ F s (x) − ϕ(θ)
                                       s              
                                                      
                                                      
                                s=1



                            n
         l(x; θ) = C(x) +         θ s F s (x) − ϕ(θ)
                            s=1
θi , θ j                              21
               ∂i ∂ j l = −∂i ∂ j ϕ

Fisher     g
               gi j (θ) = ∂i ∂ j ϕ
θi , θ j                                   21
                    ∂i ∂ j l = −∂i ∂ j ϕ

Fisher          g
                    gi j (θ) = ∂i ∂ j ϕ


       Fisher
α-   22
α-                                                22
                                                 
                  
                  
                  
                            n                     
                                                  
                                                  
    p(x; θ) = exp C(x) +
                  
                  
                                 θ F s (x) − ϕ(θ)
                                   s              
                                                  
                                                  
                            s=1

x
α-                                                    22
                                                 
                  
                  
                  
                            n                     
                                                  
                                                  
    p(x; θ) = exp C(x) +
                  
                  
                                 θ F s (x) − ϕ(θ)
                                   s              
                                                  
                                                  
                            s=1

x
                                                  
      1               
                      
                      
                                     n             
                                                   
                                                   
1=                exp C(x) +
                      
                      
                                         θ F s (x) dx
                                           s       
                                                   
                                                   
   exp ϕ(θ)                         s=1
23
                                         
                 
                 
                 
                           n              
                                          
                                          
exp ϕ(θ) =   exp C(x) +
                 
                 
                                θ F s (x) dx
                                  s       
                                          
                                          
                           s=1
23
                                               
                       
                       
                       
                                 n              
                                                
                                                
     exp ϕ(θ) =    exp C(x) +
                       
                       
                                      θ F s (x) dx
                                        s       
                                                
                                                
                                 s=1

              θi            *2




*2
24
                  ∂ϕ
(   ) = exp ϕ(θ) · i (θ)
                  ∂θ
                                  
               
               
               
                        n          
                                   
                                   
(   )=         C(x) +
               
           exp           θ F s (x) Fi (x)e(ϕ(θ)−ϕ(θ)) dx
                           s       
                                   
                                  
                            s=1

          ϕ(θ)       C(x)+ n θ s F s (x)−ϕ(θ)
     =e          e         s=1                  Fi (x)dx

     = exp ϕ(θ) ·        p(x; θ)Fi (x)dx

     = exp ϕ(θ) · E [Fi ]
25
∂i ϕ = E [Fi ]   (   ∂i = ∂/∂θi )
25
     ∂i ϕ = E [Fi ]   (        ∂i = ∂/∂θi )



         exp ϕ · ∂i ϕ = exp ϕ · E [Fi ]

θj
26
(   ) = ∂ j (exp ϕ · ∂i ϕ)
     = ∂ j ∂i ϕ + ∂i ϕ · ∂ j ϕ
(   ) = ∂ j exp ϕ · E [Fi ]
     = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (∂ j E [Fi ])
                                             A
A = ∂j      p(x; θ) · Fi dx
                                        27

  =      Fi ∂ j pdx

  =      Fi p · (F j − ∂ j ϕ)dx

  =      pFi F j dx −     Fi p∂ j ϕdx

  = E[Fi F j ] − ∂ j ϕE[Fi ]
28
= (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ])
= exp ϕ · E[Fi F j ]
28
= (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ])
= exp ϕ · E[Fi F j ]


             ∂i ∂ j ϕ + ∂i ϕ · ∂ j ϕ = E[Fi F j ]
28
  = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ])
  = exp ϕ · E[Fi F j ]


                 ∂i ∂ j ϕ + ∂i ϕ · ∂ j ϕ = E[Fi F j ]



E[Fi F j Fk ] = ∂i ∂ j ∂k ϕ + ∂i ∂ j ϕ · ∂k ϕ
              + ∂ j ∂k ϕ · ∂i ϕ + ∂k ∂i ϕ · ∂ j ϕ + ∂i ϕ · ∂ j ϕ · ∂k ϕ
29
                        1−α
Γ(α)
 i j,k
         = E ∂i ∂ j l +     ∂i l · ∂ j l ∂k l
                         2
29
                        1−α
Γ(α)
 i j,k
         = E ∂i ∂ j l +     ∂i l · ∂ j l ∂k l
                         2


            1−α           1−α
 Γ(α)
  i j,k
          =     ∂i g jk =     ∂i ∂ j ∂k ϕ
             2             2
α-                                      30
     (α)       1−α
     ∂i j
         ∂   =     ∂ s gi j · g st ∂t
                2
4   31
4   31
4   31
4.1                                              32



                 1         (x − µ)2
      p(x; ξ) = √    exp −
                 2πσ         2σ2
                         (ξ = (µ, σ), µ ∈ R, σ ∈ R+ )
33
              x2 − 2µx + µ2      √
(   ) = exp −         2
                            − log 2πσ)
                   2σ
                 1      µ    µ2        √
     = exp −x 2
                     +x 2 −      + log( 2πσ)
                2σ 2   σ    2σ 2
33
              x2 − 2µx + µ2      √
(   ) = exp −         2
                            − log 2πσ)
                   2σ
                 1      µ    µ2        √
     = exp −x 2
                     +x 2 −      + log( 2πσ)
                2σ 2   σ    2σ 2

                                                 µ
    F1 (x) = −x2 ,F2 (x) = x,θ1 =    1
                                    2σ2
                                          θ2 =   σ2
33
               x2 − 2µx + µ2      √
(    ) = exp −         2
                             − log 2πσ)
                    2σ
                  1      µ    µ2        √
      = exp −x 2
                      +x 2 −      + log( 2πσ)
                 2σ 2   σ    2σ 2

                                                                 µ
     F1 (x) =   −x2 ,F   2 (x)   =   x ,θ 1   =    1
                                                  2σ2
                                                        θ2   =   σ2

            µ2        √       (θ2 )2 1    π
    ϕ(θ) =      + log( 2πσ) =       + log 1
           2σ 2                4θ 1  2    θ



      p(x; θ) = exp F1 (x)θ1 + F2 (x)θ2 − ϕ(θ)
θ ∈ Θ = θ = [θ1 , θ2 ]|θ1 ∈ R+ , θ2 ∈ R   34
4.2 Fisher          α-            35

Fisher
                   dµ2 + 2dσ2 3
             ds2 =           *
                       σ2




    *3
α-         ∂µ = ∂/∂µ, ∂σ = ∂/∂σ             36

           (α)       1−α
           ∂µ µ
               ∂   =     ∂σ
                      2σ
           (α)        (α)    1+α
           ∂µ σ
               ∂ =        ∂
                         =−
                      ∂σ µ
                                 ∂µ
                              σ
           (α)      1 + 2α
           ∂σ σ
               ∂ =−        ∂σ
                      σ
     α-
α-
                                1 − α2
          R(α) (∂µ , ∂σ )∂σ = −        ∂µ
                                  σ 2
37
                                     1 − α2 1
      g(R(α) (∂µ , ∂σ )∂σ , ∂µ ) = −        · 2
                                       σ2    σ
                                     1    2
g(X, X) · g(Y, Y) − (g(X, Y)) = 2 · 2 − 0
                                2
                                     σ σ
1−α2 2
     − σ4 σ4     = − c(α)                      38
                      2



     α-
           1−α2
          − 2                           *4




*4                               k

           R(X, Y)Z = k{g(Y, Z)X − g(X, Z)Y}
39

[1] Shun-Ichi Amari,Hiroshi Nagaoka Methods of
    Information Geometry Oxford University Press
[2]          ,
[3]
[4]          ,
40




Thank you very much
 for your attention!!

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test

  • 1.
  • 2. 0 1
  • 3. 0 1 1. (n M)
  • 4. 0 1 1. (n M) 2. (Fisher g α- (α) )
  • 5. 0 1 1. (n M) 2. (Fisher g α- (α) ) 3. (M, g, (α) )
  • 6. 0 1 1. (n M) 2. (Fisher g α- (α) ) 3. (M, g, (α) ) 4.
  • 7. 1 n M 2 p(x; ξ)
  • 8. 1 n M 2 p(x; ξ) M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn open n
  • 9. 1 n M 2 p(x; ξ) M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn open n (ξ1 , · · · , ξ n ) M n
  • 10. 1 n M 2 p(x; ξ) M = p(x; ξ)|ξ = (ξ1 , · · · , ξn ) ∈ Ξ ⊂ Rn open n (ξ1 , · · · , ξ n ) M n
  • 11. 2 3
  • 12. 2 3
  • 13. 2.1 Fisher 4 M gi j
  • 14. 2.1 Fisher 4 M gi j ∂lξ ∂lξ gi j (ξ) :=Eξ ∂ξi ∂ξ j Eξ [ f ] := f (x)p(x; ξ)dx( f ) l(x; ξ) := log p(x; ξ)
  • 15. 2.1 Fisher 4 M gi j ∂lξ ∂lξ gi j (ξ) :=Eξ ∂ξi ∂ξ j ∂l(x; ξ) ∂l(x; ξ) = p(x; ξ)dx ∂ξ i ∂ξ j Eξ [ f ] := f (x)p(x; ξ)dx( f ) l(x; ξ) := log p(x; ξ)
  • 16. *1 5 *1 [3]
  • 17. Fisher 6
  • 18. Fisher 6 p(x; ξ)dx = 1 ξi
  • 19. 7 ( )=0 ∂ ( )= i p(x; ξ)dx ∂ξ
  • 20. 7 ( )=0 ∂ ( )= i p(x; ξ)dx ∂ξ ∂ = p(x; ξ)dx ∂ξ i
  • 21. 7 ( )=0 ∂ ( )= i p(x; ξ)dx ∂ξ ∂ = p(x; ξ)dx ∂ξ i ∂l(x; ξ) = p(x; ξ)dx ∂ξ i
  • 22. , 8 ∂l(x; ξ) p(x; ξ)dx = 0 ∂ξ i
  • 23. , 8 ∂l(x; ξ) p(x; ξ)dx = 0 ∂ξ i ξj
  • 24. 9 ( )=0 ∂ ∂l(x; ξ) ( )= p(x; ξ)dx ∂ξ j ∂ξi ∂ ∂l(x; ξ) = p(x; ξ) dx ∂ξ j ∂ξ i ∂2 l(x; ξ) = p(x; ξ)dx ∂ξ j ∂ξ i ∂l(x; ξ) ∂l(x; ξ) + p(x; ξ)dx ∂ξi ∂ξ j
  • 25. 10 ∂l(x; ξ) ∂l(x; ξ) ∂2 l(x; ξ) p(x; ξ)dx = − p(x; ξ)dx ∂ξ i ∂ξ j ∂ξ j ∂ξ i
  • 26. 10 ∂l(x; ξ) ∂l(x; ξ) ∂2 l(x; ξ) p(x; ξ)dx = − p(x; ξ)dx ∂ξ i ∂ξ j ∂ξ j ∂ξ i Fisher ∂2 l(x; ξ) gi j (ξ) = −E (1) ∂ξ j ∂ξi (1) Fisher
  • 27. 2.2 α- 11 α∈R (α) ∂2 l(x; ξ) 1 − α ∂l(x; ξ) ∂l(x; ξ) ∂l(x; ξ) Γi j,k =E + ∂ξ j ∂ξ i 2 ∂ξi ∂ξ j ∂ξk
  • 28. 2.2 α- 11 α∈R (α) ∂2 l(x; ξ) 1 − α ∂l(x; ξ) ∂l(x; ξ) ∂l(x; ξ) Γi j,k =E + ∂ξ j ∂ξ i 2 ∂ξi ∂ξ j ∂ξk α- (α)     ∂ ∂   g    (α) ∂ , k  = Γ(α)   j ∂ξ  ∂ξi ∂ξ i j,k
  • 29. 2.3 α- 12 1. (torsion tensorT )
  • 30. 2.3 α- 12 1. (torsion tensorT ) 2. (−α) (α) (α) (−α) (Xg(Y, Z) = g( X Y, Z) + g(Y, X Z) )
  • 31. 2.3 α- 12 1. (torsion tensorT ) 2. (−α) (α) (α) (−α) (Xg(Y, Z) = g( X Y, Z) + g(Y, X Z) ) 3. α = 0 α- Fisher g Levi-Civita
  • 32. 2.4 13 R : X(M) × X(M) × X(M) (X, Y, Z) −→ R(X, Y)Z ∈ X(M) R(X, Y)Z := X YZ − Y XZ − [X,Y] Z (X, Y, Z ) (1,3)
  • 33. 14 TpM 2 Πp {X, Y} g(R(X, Y)Y, X) K(Π p ) := g(X, X) · g(Y, Y) − (g(X, Y))2 p
  • 34. 3 15
  • 35. 3.1 16 M: g: M :g M ∗ (M, g, )
  • 36. 3.2 17 p n      n    p(x; θ) = exp C(x) +    θ F s (x) − ϕ(θ) s    s=1 C(x) ∈ F (X), F s (x) 0 ∈ F (X), ϕ(θ) ∈ F (Θ) 3.3 1.
  • 37. 2. 18 3. Poisson 4. Gamma 5. Beta 6. 7. etc. Cauchy
  • 38. 19
  • 39. 3.4 Fisher α- 20      n    p(x; θ) = exp C(x) +    θ F s (x) − ϕ(θ) s    s=1 n l(x; θ) = C(x) + θ s F s (x) − ϕ(θ) s=1
  • 40. θi , θ j 21 ∂i ∂ j l = −∂i ∂ j ϕ Fisher g gi j (θ) = ∂i ∂ j ϕ
  • 41. θi , θ j 21 ∂i ∂ j l = −∂i ∂ j ϕ Fisher g gi j (θ) = ∂i ∂ j ϕ Fisher
  • 42. α- 22
  • 43. α- 22      n    p(x; θ) = exp C(x) +    θ F s (x) − ϕ(θ) s    s=1 x
  • 44. α- 22      n    p(x; θ) = exp C(x) +    θ F s (x) − ϕ(θ) s    s=1 x   1    n    1= exp C(x) +    θ F s (x) dx s    exp ϕ(θ) s=1
  • 45. 23      n    exp ϕ(θ) = exp C(x) +    θ F s (x) dx s    s=1
  • 46. 23      n    exp ϕ(θ) = exp C(x) +    θ F s (x) dx s    s=1 θi *2 *2
  • 47. 24 ∂ϕ ( ) = exp ϕ(θ) · i (θ) ∂θ      n    ( )= C(x) +  exp  θ F s (x) Fi (x)e(ϕ(θ)−ϕ(θ)) dx s     s=1 ϕ(θ) C(x)+ n θ s F s (x)−ϕ(θ) =e e s=1 Fi (x)dx = exp ϕ(θ) · p(x; θ)Fi (x)dx = exp ϕ(θ) · E [Fi ]
  • 48. 25 ∂i ϕ = E [Fi ] ( ∂i = ∂/∂θi )
  • 49. 25 ∂i ϕ = E [Fi ] ( ∂i = ∂/∂θi ) exp ϕ · ∂i ϕ = exp ϕ · E [Fi ] θj
  • 50. 26 ( ) = ∂ j (exp ϕ · ∂i ϕ) = ∂ j ∂i ϕ + ∂i ϕ · ∂ j ϕ ( ) = ∂ j exp ϕ · E [Fi ] = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (∂ j E [Fi ]) A
  • 51. A = ∂j p(x; θ) · Fi dx 27 = Fi ∂ j pdx = Fi p · (F j − ∂ j ϕ)dx = pFi F j dx − Fi p∂ j ϕdx = E[Fi F j ] − ∂ j ϕE[Fi ]
  • 52. 28 = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ]) = exp ϕ · E[Fi F j ]
  • 53. 28 = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ]) = exp ϕ · E[Fi F j ] ∂i ∂ j ϕ + ∂i ϕ · ∂ j ϕ = E[Fi F j ]
  • 54. 28 = (∂ j exp ϕ) · E [Fi ] + exp ϕ · (E[Fi F j ] − ∂ j ϕE[Fi ]) = exp ϕ · E[Fi F j ] ∂i ∂ j ϕ + ∂i ϕ · ∂ j ϕ = E[Fi F j ] E[Fi F j Fk ] = ∂i ∂ j ∂k ϕ + ∂i ∂ j ϕ · ∂k ϕ + ∂ j ∂k ϕ · ∂i ϕ + ∂k ∂i ϕ · ∂ j ϕ + ∂i ϕ · ∂ j ϕ · ∂k ϕ
  • 55. 29 1−α Γ(α) i j,k = E ∂i ∂ j l + ∂i l · ∂ j l ∂k l 2
  • 56. 29 1−α Γ(α) i j,k = E ∂i ∂ j l + ∂i l · ∂ j l ∂k l 2 1−α 1−α Γ(α) i j,k = ∂i g jk = ∂i ∂ j ∂k ϕ 2 2
  • 57. α- 30 (α) 1−α ∂i j ∂ = ∂ s gi j · g st ∂t 2
  • 58. 4 31
  • 59. 4 31
  • 60. 4 31
  • 61. 4.1 32 1 (x − µ)2 p(x; ξ) = √ exp − 2πσ 2σ2 (ξ = (µ, σ), µ ∈ R, σ ∈ R+ )
  • 62. 33 x2 − 2µx + µ2 √ ( ) = exp − 2 − log 2πσ) 2σ 1 µ µ2 √ = exp −x 2 +x 2 − + log( 2πσ) 2σ 2 σ 2σ 2
  • 63. 33 x2 − 2µx + µ2 √ ( ) = exp − 2 − log 2πσ) 2σ 1 µ µ2 √ = exp −x 2 +x 2 − + log( 2πσ) 2σ 2 σ 2σ 2 µ F1 (x) = −x2 ,F2 (x) = x,θ1 = 1 2σ2 θ2 = σ2
  • 64. 33 x2 − 2µx + µ2 √ ( ) = exp − 2 − log 2πσ) 2σ 1 µ µ2 √ = exp −x 2 +x 2 − + log( 2πσ) 2σ 2 σ 2σ 2 µ F1 (x) = −x2 ,F 2 (x) = x ,θ 1 = 1 2σ2 θ2 = σ2 µ2 √ (θ2 )2 1 π ϕ(θ) = + log( 2πσ) = + log 1 2σ 2 4θ 1 2 θ p(x; θ) = exp F1 (x)θ1 + F2 (x)θ2 − ϕ(θ)
  • 65. θ ∈ Θ = θ = [θ1 , θ2 ]|θ1 ∈ R+ , θ2 ∈ R 34
  • 66. 4.2 Fisher α- 35 Fisher dµ2 + 2dσ2 3 ds2 = * σ2 *3
  • 67. α- ∂µ = ∂/∂µ, ∂σ = ∂/∂σ 36 (α) 1−α ∂µ µ ∂ = ∂σ 2σ (α) (α) 1+α ∂µ σ ∂ = ∂ =− ∂σ µ ∂µ σ (α) 1 + 2α ∂σ σ ∂ =− ∂σ σ α- α- 1 − α2 R(α) (∂µ , ∂σ )∂σ = − ∂µ σ 2
  • 68. 37 1 − α2 1 g(R(α) (∂µ , ∂σ )∂σ , ∂µ ) = − · 2 σ2 σ 1 2 g(X, X) · g(Y, Y) − (g(X, Y)) = 2 · 2 − 0 2 σ σ
  • 69. 1−α2 2 − σ4 σ4 = − c(α) 38 2 α- 1−α2 − 2 *4 *4 k R(X, Y)Z = k{g(Y, Z)X − g(X, Z)Y}
  • 70. 39 [1] Shun-Ichi Amari,Hiroshi Nagaoka Methods of Information Geometry Oxford University Press [2] , [3] [4] ,
  • 71. 40 Thank you very much for your attention!!