Exponential families are natural statistical models. In physics they are used since their elements maximize the
entropy subject to constrained expectation values of a fixed set of associated observables. An important
subclass are the graphical and hierarchical (log linear) models that are used to model interactions between
different random variables. They also appear in information geometry and algebraic statistics due to their nice
structural properties.
The information distance from an exponential family has an interpretation as information loss through a
projection onto that family. Mutual information, conditional mutual information and multi-information allow for
such a geometric interpretation. In this project we analyze the maximization of the distance from exponential
families. This problem is motivated by principles of information maximization known from theoretical
neuroscience. The project aims at identifying natural models of learning systems that are consistent with
information maximization and, at the same time, display high generalization ability. In this context,
topological closures of exponential families turn out to be essential. Geometrically they are equivalent to
polytopes and display a rich combinatorial structure.
Related Group Publications:
J. Rauh,
Finding the Maximizers of the Information Divergence from an Exponential Family.
IEEE Transactions on Information Theory (2011) 57:6,
pp: 3236-3247
[pdf]
Arxiv 0912.4660
[pdf]
MIS-Preprint 82/2009
[pdf]
J. Rauh, T. Kahle, N. Ay,
Support sets in exponential families and oriented matroid theory.
International Journal of Approximate Reasoning (2011) 52:5,
pp: 613-626
Arxiv 0906.5462
[pdf]
Article
[pdf]
MIS-Preprint 28/2009
[pdf]
J. Rauh,
Finding the Maximizers of the Information Divergence from an Exponential Family.
University of Leipzig.
PhD Thesis.
(2011)
J. Rauh,
Optimally approximating exponential families.
MIS Preprint (2011),
Arxiv 1111.0483
[pdf]
MIS-Preprint 73/2011
[pdf]
T. Kahle,
Neighborliness of Marginal Polytopes.
Contributions to Algebra and Geometry (2010) 51:1,
pp: 45-56
Arxiv 0809.0786
[pdf]
MIS-Preprint 57/2008
[pdf]
T. Kahle, W. Wenzel, N. Ay,
Hierarchical models, marginal polytopes, and linear codes.
Kybernetika (2009) 45:2,
pp: 189-207
Santa Fe Working Paper 09-01-001
[pdf]
MIS-Preprint 30/2008
[pdf]
J. Rauh, T. Kahle, N. Ay,
Support Sets in Exponential Families and Oriented Matroid Theory.
Proceedings of WUPES'09,
(2009). Arxiv 0906.5462
[pdf]
T. Kahle, N. Ay,
Support Sets of Distributions with given Interaction Order.
Proceedings of WUPES'06,
pp: 52-61
(2006).
[pdf]
Santa Fe Working Paper 06-08-027
[pdf]
MIS Preprint 2006/94
[pdf]
F. Matúŝ, N. Ay,
On maximization of the information divergence from an exponential family.
Proceedings of WUPES'03,
pp: 199-204
(2003). MIS Preprint 46/2003
[pdf]
N. Ay,
An Information-Geometric Approach to a Theory of Pragmatic Structuring.
The Annals of Probability (2002) 30:1,
pp: 416-436
[pdf]
N. Ay,
Locality of Global Stochastic Interaction in Directed Acyclic Networks.
Neural Computation (2002) 14:12,
pp: 2959-2980
[pdf]
MIS-Preprint 54/2001
[pdf]