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. 2020 Sep 29;22(10):1100. doi: 10.3390/e22101100
[D] [D]:={1,,D}
·,· inner product
MQ(u,v)=uvQ Mahalanobis distance MQ(u,v)=i,j(uivi)(ujvj)Qij, Q0
D(θ:θ) parameter divergence
D[p(x):p(x)] statistical divergence
D, D* Divergence and dual (reverse) divergence
Csiszár divergence If If(θ:θ):=i=1Dθifθiθi with f(1)=0
Bregman divergence BF BF(θ:θ):=F(θ)F(θ)(θθ)F(θ)
Canonical divergence AF,F* AF,F*(θ:η)=F(θ)+F*(η)θη
Bhattacharyya distance Bα[p1:p2]=logxXp1α(x)p21α(x)dμ(x)
Jensen/Burbea-Rao divergence JF(α)(θ1:θ2)=αF(θ1)+(1α)F(θ2)F(θ1+(1α)θ2)
Chernoff information C[P1,P2]=logminα(0,1)xXp1α(x)p21α(x)dμ(x)
F, F* Potential functions related by Legendre–Fenchel transformation
Dρ(p,q) Riemannian distance Dρ(p,q):=01γ(t)γ(t)dt
B, B* basis, reciprocal basis
B={e1=1,,eD=D} natural basis
{dxi}i covector basis (one-forms)
(v)B:=(vi) contravariant components of vector v
(v)B*:=(vi) covariant components of vector v
uv vector u is perpendicular to vector v (u,v=0)
v=v,v induced norm, length of a vector v
M, S Manifold, submanifold
Tp tangent plane at p
TM Tangent bundle TM=pTp={(p,v),pM,vTp}
F(M) space of smooth functions on M
X(M)=Γ(TM) space of smooth vector fields on M
vf direction derivative of f with respect to vector v
X,Y,ZX(M) Vector fields
g=Σgijdxidxj metric tensor (field)
(U,x) local coordinates x in a chat U
i:=:xi natural basis vector
i:=:xi natural reciprocal basis vector
affine connection
XY covariant derivative
c parallel transport of vectors along a smooth curve c
cv Parallel transport of vTc(0) along a smooth curve c
γ, γ geodesic, geodesic with respect to connection ∇
Γij,l Christoffel symbols of the first kind (functions)
Γijk Christoffel symbols of the second kind (functions)
R Riemann–Christoffel curvature tensor
[X,Y] Lie bracket [X,Y](f)=X(Y(f))Y(X(f)),fF(M)
∇-projection PS=argminQSD(θ(P):θ(Q))
*-projection PS*=argminQSD(θ(Q):θ(P))
C Amari–Chentsov totally symmetric cubic 3-covariant tensor
P={pθ(x)}θinΘ parametric family of probability distributions
E,M,ΔD exponential family, mixture family, probability simplex
PI(θ) Fisher information matrix of family P
PI(θ) Fisher Information Matrix (FIM) for a parametric family P
Pg Fisher information metric tensor field
exponential connection Pe Pe:=Eθ(ijl)(kl)
mixture connection Pm Pm:=Eθ(ijl+iljl)(kl)
expected skewness tensor Cijk Cijk:=Eθiljlkl
expected α-connections PΓαijk:=1+α2Cijk=Eθijl+1α2iljl(kl)
equivalence of geometric structures