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Conjugate Representations and Characterizing Escort Expectations in Information Geometry

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Based on the maximum entropy (MaxEnt) principle for a generalized entropy functional and the conjugate representations introduced by Zhang, we have reformulated the method of information geometry. For a set… Click to show full abstract

Based on the maximum entropy (MaxEnt) principle for a generalized entropy functional and the conjugate representations introduced by Zhang, we have reformulated the method of information geometry. For a set of conjugate representations, the associated escort expectation is naturally introduced and characterized by the generalized score function which has zero-escort expectation. Furthermore, we show that the escort expectation induces a conformal divergence.

Keywords: information geometry; conjugate representations; geometry; escort expectation

Journal Title: Entropy
Year Published: 2017

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