Extended Divergence on a Foliation by Deformed Probability Simplexes

Entropy (Basel). 2022 Nov 28;24(12):1736. doi: 10.3390/e24121736.

Abstract

This study considers a new decomposition of an extended divergence on a foliation by deformed probability simplexes from the information geometry perspective. In particular, we treat the case where each deformed probability simplex corresponds to a set of q-escort distributions. For the foliation, different q-parameters and the corresponding α-parameters of dualistic structures are defined on each of the various leaves. We propose the divergence decomposition theorem that guides the proximity of q-escort distributions with different q-parameters and compare the new theorem to the previous theorem of the standard divergence on a Hessian manifold with a fixed α-parameter.

Keywords: affine geometry; divergence; escort distribution; exponential family; information geometry; nonextensive statistics; relative entropy.

Grants and funding

This research received no external funding.