Geodesics and dynamical information projections on the manifold of H\"older equilibrium probabilities
Abstract
We consider here the discrete time dynamics described by a transformation , where is either the action of shift on the symbolic space , or, describes the action of a to expanding transformation of class (\,for example (mod \,), where is the unit circle. It is known that the infinite-dimensional manifold of equilibrium probabilities for H\"older potentials 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 and such basis exists. In a different direction, we also consider the KL-divergence for a pair of equilibrium probabilities. If , then . Although is not a metric in , it describes the proximity between and . A natural problem is: for a fixed probability consider the probability in a convex set of probabilities in which minimizes . This minimization problem is a dynamical version of the main issues considered in information projections. We consider this problem in , 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