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The space of all probability measures having positive density function on a connected compact smooth manifold $M$, denoted by $\mathcal{P}(M)$, carries the Fisher information metric $G$. We define the geometric mean of probability measures…

Differential Geometry · Mathematics 2023-05-19 Mitsuhiro Itoh , Hiroyasu Satoh

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

Statistical Mechanics · Physics 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

The information geometry of the 2-manifold of gamma probability density functions provides a framework in which pseudorandom number generators may be evaluated using a neighbourhood of the curve of exponential density functions. The process…

Computation · Statistics 2009-07-13 C. T. J. Dodson

Wasserstein geometry and information geometry are two important structures to be introduced in a manifold of probability distributions. Wasserstein geometry is defined by using the transportation cost between two distributions, so it…

Statistics Theory · Mathematics 2021-01-01 Shun-ichi Amari , Takeru Matsuda

A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…

General Relativity and Quantum Cosmology · Physics 2009-10-30 Dorje C. Brody , Lane P. Hughston

Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the…

Statistics Theory · Mathematics 2015-05-27 Nihat Ay , Jürgen Jost , Hông Vân Lê , Lorenz Schwachhöfer

Information geometry provides differential geometric concepts like a Riemannian metric, connections and covariant derivatives on spaces of probability distributions. We discuss here how these concepts apply to quantum field theories in the…

High Energy Physics - Theory · Physics 2023-04-11 Stefan Floerchinger

The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…

Analysis of PDEs · Mathematics 2018-07-20 Martin Bauer , Sarang Joshi , Klas Modin

We review basic notions in the field of information geometry such as Fisher metric on statistical manifold, $\alpha$-connection and corresponding curvature following Amari's work . We show application of information geometry to asymptotic…

Statistics Theory · Mathematics 2014-10-14 Mashbat Suzuki

The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in…

Statistical Mechanics · Physics 2016-05-04 Omri Har Shemesh , Rick Quax , Alfons G. Hoekstra , Peter M. A. Sloot

We introduce a new information-geometric structure associated with the dynamics on discrete objects such as graphs and hypergraphs. The presented setup consists of two dually flat structures built on the vertex and edge spaces,…

Information Theory · Computer Science 2023-08-08 Tetsuya J. Kobayashi , Dimitri Loutchko , Atsushi Kamimura , Shuhei A. Horiguchi , Yuki Sughiyama

Let (M,g) be a compact, connected and oriented Riemannian manifold. We denote D the space of smooth probability density functions on M. In this paper, we show that the Frechet manifold D is equipped with a Riemannian metric g^{D} and an…

Differential Geometry · Mathematics 2012-04-04 Mathieu Molitor

We use the method of maximum entropy to model physical space as a curved statistical manifold. It is then natural to use information geometry to explain the geometry of space. We find that the resultant information metric does not describe…

General Relativity and Quantum Cosmology · Physics 2015-12-31 Ariel Caticha

Wasserstein geometry and information geometry are two important structures introduced in a manifold of probability distributions. The former is defined by using the transportation cost between two distributions, so it reflects the metric…

Statistics Theory · Mathematics 2020-03-13 Shun-ichi Amari

We study information geometry of the thermodynamics of first and second order phase transitions, and beyond criticality, in magnetic and liquid systems. We establish a universal microscopic characterization of such phase transitions via the…

Statistical Mechanics · Physics 2011-11-30 Anshuman Dey , Pratim Roy , Tapobrata Sarkar

We investigate the geometric properties of the equilibrium manifold of a thermodynamic system determined by the van der Waals equations of state. We use the formalism of geometrothermodynamics to obtain results that are invariant under…

Mathematical Physics · Physics 2012-05-17 Hernando Quevedo , Antonio Ramirez

The study of diffeomorphism groups and their applications to problems in analysis and geometry has a long history. In geometric hydrodynamics, pioneered by V.~Arnold in the 1960s, one considers an ideal fluid flow as the geodesic motion on…

Differential Geometry · Mathematics 2024-11-28 Boris Khesin , Gerard Misiołek , Klas Modin

A model in statistical mechanics, characterised by the corresponding Gibbs measure, is a subset of the totality of probability distributions on the phase space. The shape of this subset, i.e., the geometry, then plays an important role in…

Condensed Matter · Physics 2007-05-23 D. C. Brody , A. Ritz

We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta,…

Machine Learning · Computer Science 2022-11-22 Alice Le Brigant , Jules Deschamps , Antoine Collas , Nina Miolane

In this paper, we introduce \emph{$\ell^p$-information geometry}, an infinite-dimensional framework that shares key features with the geometry of the space of probability densities \( \mathrm{Dens}(M) \) on a closed manifold, while also…

Symplectic Geometry · Mathematics 2026-03-23 Levin Maier