1302.5205 (Jan Naudts et al.)

The exponential family in abstract information theory    [PDF]

Jan Naudts, Ben Anthonis

We introduce generalized notions of a divergence function and a Fisher information matrix. We propose to generalize the notion of an exponential family of models by reformulating it in terms of the Fisher information matrix. Our methods are those of information geometry. The context is general enough to include applications from outside statistics.

View original: http://arxiv.org/abs/1302.5205