Properties of the Concrete distribution

Autor: Chow, David D. K.
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: We examine properties of the Concrete (or Gumbel-softmax) distribution on the simplex. Using the natural vector space structure of the simplex, the Concrete distribution can be regarded as a transformation of the uniform distribution through a reflection and a location-scale transformation. The Fisher information is computed and the corresponding information metric is hyperbolic space. We explicitly give an explicit transformation of the parameters of the distribution to Poincar\'e half-space coordinates, which correspond to an orthogonal parameterization, and the Fisher-Rao geodesic distance is computed.
Comment: 19 pages
Databáze: arXiv