Hilbert space on probability density functions with Aitchison geometry

Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densities by generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

Aitchison Geometry for Probability and Likelihood as a new approach to mathematical statistics

The Aitchison vector space structure for the simplex is generalized to a Hilbert space structure A2(P) for distributions and likelihoods on arbitrary spaces. Central notations of statistics, such as Information or Likelihood, can be identified in the algebraical structure of A2(P) and their corresponding notions in compositional data analysis, such as Aitchison distance or centered log ratio transform. In this way very elaborated aspects of mathematical statistics can be understood easily in the light of a simple vector space structure and of compositional data analysis. E.g. combination of statistical information such as Bayesian updating, combination of likelihood and robust M-estimation functions are simple additions/ perturbations in A2(Pprior). Weighting observations corresponds to a weighted addition of the corresponding evidence. Likelihood based statistics for general exponential families turns out to have a particularly easy interpretation in terms of A2(P). Regular exponential families form finite dimensional linear subspaces of A2(P) and they correspond to finite dimensional subspaces formed by their posterior in the dual information space A2(Pprior). The Aitchison norm can identified with mean Fisher information. The closing constant itself is identified with a generalization of the cummulant function and shown to be Kullback Leiblers directed information. Fisher information is the local geometry of the manifold induced by the A2(P) derivative of the Kullback Leibler information and the space A2(P) can therefore be seen as the tangential geometry of statistical inference at the distribution P. The discussion of A2(P) valued random variables, such as estimation functions or likelihoods, give a further interpretation of Fisher information as the expected squared norm of evidence and a scale free understanding of unbiased reasoning

Statistical treatment of grain-size curves and empirical distributions: densities as compositions?

The preceding two editions of CoDaWork included talks on the possible consideration of densities as infinite compositions: Egozcue and D´ıaz-Barrero (2003) extended the Euclidean structure of the simplex to a Hilbert space structure of the set of densities within a bounded interval, and van den Boogaart (2005) generalized this to the set of densities bounded by an arbitrary reference density. From the many variations of the Hilbert structures available, we work with three cases. For bounded variables, a basis derived from Legendre polynomials is used. For variables with a lower bound, we standardize them with respect to an exponential distribution and express their densities as coordinates in a basis derived from Laguerre polynomials. Finally, for unbounded variables, a normal distribution is used as reference, and coordinates are obtained with respect to a Hermite-polynomials-based basis. To get the coordinates, several approaches can be considered. A numerical accuracy problem occurs if one estimates the coordinates directly by using discretized scalar products. Thus we propose to use a weighted linear regression approach, where all k- order polynomials are used as predictand variables and weights are proportional to the reference density. Finally, for the case of 2-order Hermite polinomials (normal reference) and 1-order Laguerre polinomials (exponential), one can also derive the coordinates from their relationships to the classical mean and variance. Apart of these theoretical issues, this contribution focuses on the application of this theory to two main problems in sedimentary geology: the comparison of several grain size distributions, and the comparison among different rocks of the empirical distribution of a property measured on a batch of individual grains from the same rock or sediment, like their composition

Energy partitioning for "fuzzy" atoms

The total energy of molecule in terms of 'fuzzy atoms' presented as sum of one- and two-atomic energy components is described. The divisions of three-dimensional physical space into atomic regions exhibit continuous transition from one to another. The energy components are on chemical energy scale according to proper definitions. The Becke's integration scheme and weight function determines realization of method which permits effective numerical integrations