Gradient-based probability family on a convex domain

  • Authors:

  • Tomonari Sei

  • Affiliations:

  • University of Tokyo, Department of Mathematical Informatics, School of Information Science and Technology, Tokyo, Japan

  • Venue:
  • AIKED'10 Proceedings of the 9th WSEAS international conference on Artificial intelligence, knowledge engineering and data bases
  • Year:
  • 2010

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Abstract

A family of probability densities on a convex domain is constructed via gradient transport on the domain. A theorem on convexity and some examples show usefulness of the family. In particular, if the domain is a simplex, the family is used to study compositional data.