Information geometry on hierarchy of probability distributions. (English) Zbl 0997.94009

Amari, Shun-ichi

IEEE Trans. Inf. Theory 47, No. 5, 1701-1711 (2001).

MSC:

94A17	Measures of information, entropy
62B10	Statistical aspects of information-theoretic topics
62E10	Characterization and structure theory of statistical distributions
94A15	Information theory (general)

Keywords:

extended Pythagoras theorem; Kullback divergence; probability distributions; information geometry; decomposition of joint entropy; higher-order Markov chain