Information Geometry and its Applications III

Abstract Peter Jupp

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Peter Jupp  (University of St. Andrews, United Kingdom)
Wednesday, August 04, 2010, room Hörsaal 1
General versions of the information inequalities of van Trees and of Stam

Van Trees's inequality is a Bayesian version of the Cramer-Rao inequality for quadratic loss of estimators with values in vector spaces. The first part of the talk presents a generalisation of this inequality to the setting of smooth loss functions and estimators with values in manifolds. Various geometric objects (connections, metrics, tensors) play a role.

Stam's inequality compares the (inverse) Fisher information of the sum of two independent (real-valued) random variables with the (inverse) Fisher informations of these variables. The second part of the talk describes a generalisation of this inequality to the setting of random variables on Lie groups.

Date and Location

August 02 - 06, 2010
University of Leipzig
Augustusplatz
04103 Leipzig
Germany

Scientific Organizers

Nihat Ay
Max Planck Institute for Mathematics in the Sciences
Information Theory of Cognitive Systems Group
Germany
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Paolo Gibilisco
Università degli Studi di Roma "Tor Vergata"
Facoltà di Economia
Italy
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František Matúš
Academy of Sciences of the Czech Republic
Institute of Information Theory and Automation
Czech Republic
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Scientific Committee

Shun-ichi Amari
RIKEN
Brain Science Institute, Mathematical Neuroscience Laboratory
Japan
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Imre Csiszár
Hungarian Academy of Sciences
Alfréd Rényi Institute of Mathematics
Hungary
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Dénes Petz
Budapest University of Technology and Economics
Department for Mathematical Analysis
Hungary
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Giovanni Pistone
Collegio Carlo Alberto, Moncalieri
Italy
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Administrative Contact

Antje Vandenberg
Max Planck Institute for Mathematics in the Sciences
Contact by Email
Phone: (++49)-(0)341-9959-552
Fax: (++49)-(0)341-9959-555

05.04.2017, 12:42