Title :
Information geometric similarity measurement for near-random stochastic processes
Author :
Dodson, Christopher T J ; Scharcanski, Jacob
Author_Institution :
Univ. of Manchester Inst. of Sci. & Technol., UK
fDate :
7/1/2003 12:00:00 AM
Abstract :
We outline the information-theoretic differential geometry of gamma distributions, which contain exponential distributions as a special case, and log-gamma distributions. Our arguments support the opinion that these distributions have a natural role in representing departures from randomness, uniformity, and Gaussian behavior in stochastic processes. We show also how the information geometry provides a surprisingly tractable Riemannian manifold and product spaces thereof, on which may be represented the evolution of a stochastic process, or the comparison of different processes, by means of well-founded maximum likelihood parameter estimation. Our model incorporates possible correlations among parameters. We discuss applications and provide some illustrations from a recent study of amino acid self-clustering in protein sequences; we provide also some results from simulations for multisymbol sequences.
Keywords :
differential geometry; information theory; maximum likelihood estimation; stochastic processes; amino acid self-clustering; exponential distributions; gamma distributions; information geometric similarity measurement; information-theoretic differential geometry; log-gamma distributions; maximum likelihood parameter estimation; multisymbol sequences; near-random stochastic processes; non-Gaussian behavior; nonGaussian behavior; nonrandomness; nonuniformity; product spaces; protein sequences; stochastic processes; tractable Riemannian manifold; Entropy; Exponential distribution; Information geometry; Jacobian matrices; Maximum likelihood estimation; Parameter estimation; Probability density function; Smoothing methods; Solid modeling; Stochastic processes;
Journal_Title :
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
DOI :
10.1109/TSMCA.2003.809185