On Information (pseudo) Metric

03/02/2021
by   Pierre Baudot, et al.
0

This short note revisit information metric, underlining that it is a pseudo metric on manifolds of observables (random variables), rather than as usual on probability laws. Geodesics are characterized in terms of their boundaries and conditional independence condition. Pythagorean theorem is given, providing in special case potentially interesting natural integer triplets. This metric is computed for illustration on Diabetes dataset using infotopo package.

READ FULL TEXT
research
10/29/2022

A note on the equivalence between the conditional uncorrelation and the independence of random variables

It is well known that while the independence of random variables implies...
research
03/15/2020

Wasserstein Distance to Independence Models

An independence model for discrete random variables is a Segre-Veronese ...
research
12/06/2022

Independences of Kummer laws

We prove that if X, Y are positive, independent, non-Dirac random variab...
research
10/06/2011

Order-distance and other metric-like functions on jointly distributed random variables

We construct a class of real-valued nonnegative binary functions on a se...
research
08/02/2019

Merging variables: one technique of search in pseudo-Boolean optimization

In the present paper we describe new heuristic technique, which can be a...
research
12/18/2017

Vietoris-Rips and Cech Complexes of Metric Gluings

We study Vietoris-Rips and Cech complexes of metric wedge sums and metri...

Please sign up or login with your details

Forgot password? Click here to reset