English

Geodesics and dynamical information projections on the manifold of H\"older equilibrium probabilities

Dynamical Systems 2024-11-25 v3 Information Theory Mathematical Physics Differential Geometry math.IT math.MP Probability

Abstract

We consider here the discrete time dynamics described by a transformation T:MMT:M \to M, where TT is either the action of shift T=σT=\sigma on the symbolic space M={1,2,...,d}NM=\{1,2,...,d\}^\mathbb{N}, or, TT describes the action of a dd to 11 expanding transformation T:S1S1T:S^1 \to S^1 of class C1+αC^{1+\alpha} (\,for example xT(x)=dxx \to T(x) =d\, x (mod 1)1) \,), where M=S1M=S^1 is the unit circle. It is known that the infinite-dimensional manifold N\mathcal{N} of equilibrium probabilities for H\"older potentials A:MRA:M \to \mathbb{R} is an analytical manifold and carries a natural Riemannian metric associated with the asymptotic variance. We show here that under the assumption of the existence of a Fourier-like Hilbert basis for the kernel of the Ruelle operator there exists geodesics paths. When T=σT=\sigma and M={0,1}NM=\{0,1\}^\mathbb{N} such basis exists. In a different direction, we also consider the KL-divergence DKL(μ1,μ2)D_{KL}(\mu_1,\mu_2) for a pair of equilibrium probabilities. If DKL(μ1,μ2)=0D_{KL}(\mu_1,\mu_2)=0, then μ1=μ2\mu_1=\mu_2. Although DKLD_{KL} is not a metric in N\mathcal{N}, it describes the proximity between μ1\mu_1 and μ2\mu_2. A natural problem is: for a fixed probability μ1N\mu_1\in \mathcal{N} consider the probability μ2\mu_2 in a convex set of probabilities in N\mathcal{N} which minimizes DKL(μ1,μ2)D_{KL}(\mu_1,\mu_2). This minimization problem is a dynamical version of the main issues considered in information projections. We consider this problem in N\mathcal{N}, a case where all probabilities are dynamically invariant, getting explicit equations for the solution sought. Triangle and Pythagorean inequalities will be investigated.

Keywords

Cite

@article{arxiv.2203.09677,
  title  = {Geodesics and dynamical information projections on the manifold of H\"older equilibrium probabilities},
  author = {Artur O. Lopes and Rafael O. Ruggiero},
  journal= {arXiv preprint arXiv:2203.09677},
  year   = {2024}
}

Comments

Keywords: Geodesics; infinite-dimensional Riemannian manifold; equilibrium probabilities; KL-divergence; information projections; Pythagorean inequalities; Fourier-like basis