Information Geometry and its Applications III

Abstract Peter Jupp

Go back to

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
04103 Leipzig

Scientific Organizers

Nihat Ay
Max Planck Institute for Mathematics in the Sciences
Information Theory of Cognitive Systems Group
Contact by Email

Paolo Gibilisco
Università degli Studi di Roma "Tor Vergata"
Facoltà di Economia
Contact by Email

František Matúš
Academy of Sciences of the Czech Republic
Institute of Information Theory and Automation
Czech Republic
Contact by Email

Scientific Committee

Shun-ichi Amari
Brain Science Institute, Mathematical Neuroscience Laboratory
Contact by Email

Imre Csiszár
Hungarian Academy of Sciences
Alfréd Rényi Institute of Mathematics
Contact by Email

Dénes Petz
Budapest University of Technology and Economics
Department for Mathematical Analysis
Contact by Email

Giovanni Pistone
Collegio Carlo Alberto, Moncalieri
Contact by Email

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