{
  "id": "1402.1305",
  "version": "v1",
  "published": "2014-02-06T10:33:13.000Z",
  "updated": "2014-02-06T10:33:13.000Z",
  "title": "Fisher Information and Exponential Families Parametrized by a Segment of Means",
  "authors": [
    "Piotr Graczyk",
    "Salha Mamane"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider natural and general exponential families $(Q_m)_{m\\in M}$ on $\\mathbb{R}^d$ parametrized by the means. We study the submodels $(Q_{\\theta m_1+(1-\\theta)m_2})_{\\theta\\in[0,1]}$ parametrized by a segment in the means domain, mainly from the point of view of the Fisher information. Such a parametrization allows for a parsimonious model and is particularly useful in practical situations when hesitating between two parameters $m_1$ and $m_2$. The most interesting examples are obtained when $\\mathbb{R}^d$ is a linear space of matrices, in particular for Gaussian and Wishart models.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-02-06T10:33:13.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "fisher information",
      "general exponential families",
      "wishart models",
      "linear space"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1402.1305G"
    }
  }
}