The analytic dually flat space of the mixture family of two prescribed distinct Cauchy distributions
The analytic dually flat space of the mixture family of two prescribed distinct Cauchy distributions
A smooth and strictly convex function on an open convex domain induces both (1) a Hessian structure with respect to the standard flat Euclidean connection, and (2) a dually flat structure in information geometry. We first review these fundamental constructions and illustrate how to instantiate them for (a) full regular …