Sections / Section 6: Information Geometry and Cumulant Tower / escortFisherEigenvalue

Escort Fisher Eigenvalue

defprovedInfo Geometry

Documentation

Lean 4 Proof

def escortFisherEigenvalue (J : ℕ) (ρ c : ℝ) : ℝ :=
  ρ ^ 2 / (↑J * c ^ 2)

Dependency Graph

Used by

bridge_in_two_worlds dual_curvature_principle fifth_role_of_K estimation_precision_bridge sectionalCurvature_via_bridge bridge_theorem SextupleRoleStatement curvatureK_eq_bridge_times_fisher

Location

thesis/CESProofs/Foundations/InformationGeometry.lean:205

Module Section

Information Geometry of CES:

In the same file

bregmanDiv welfare_eq_bregman klDivExp welfare_eq_kl kl_reverse welfareDistanceFn_deriv welfareDistanceFn_second_deriv fisherInfoExp welfare_curvature_is_fisher hessLogFEigenvalue hessLogF_from_cesEigenvalue bridgeRatio bridge_theorem curvatureK_eq_bridge_times_fisher curvatureK_from_hessLogF fifth_role_of_K hierarchical_kl bridgeRatio_pos bridgeRatio_large_at_small_rho bridgeRatio_at_one