摘要
The random walk（RW）is investigated from the viewpoint of information geometry and shown to be an exponential family distribution.It has a dual coordinate system and a dual geometric structure.Then submanifolds of RW manifold is studied,and the e-flat hierarchical structure and the orthogonal foliations of RW manifold are obtained.Finally,using the Kullback-Leibler divergence,the projections are given from the RW manifold to its submanifolds.
The random walk（RW）is investigated from the viewpoint of information geometry and shown to be an exponential family distribution.It has a dual coordinate system and a dual geometric structure.Then submanifolds of RW manifold is studied,and the e-flat hierarchical structure and the orthogonal foliations of RW manifold are obtained.Finally,using the Kullback-Leibler divergence,the projections are given from the RW manifold to its submanifolds.
基金
Sponsored by the National Natural Science Foundation of China(10871218)
