Connections on Non-Parametric Statistical Manifolds by Orlicz Space Geometry

Abstract

The non-parametric version of Information Geometry has been developed in recent years. The first basic result was the construction of the manifold structure on ℳμ, the maximal statistical models associated to an arbitrary measure μ (see Ref. 48). Using this construction we first show in this paper that the pretangent and the tangent bundles on ℳμ are the natural domains for the mixture connection and for its dual, the exponential connection. Second we show how to define a generalized Amari embedding AΦ:ℳμ→SΦ from the Exponential Statistical Manifold (ESM) ℳμ to the unit sphere SΦ of an arbitrary Orlicz space LΦ. Finally we show that, in the non-parametric case, the α-connections ∇α(α∈(-1,1)) must be defined on a suitable α-bundle ℱα over ℳμ and that the bundle-connection pair (ℱα, ∇α) is simply (isomorphic to) the pull-back of the Amari embedding Aα: ℳμ→S2/1-α were the unit sphere S2/1-αcL2/1-α is equipped with the natural connection.