Related papers: Infinite-dimensional statistical manifolds based o…
A diversity $\delta$ in $M$ is a function defined over every finite set of points of $M$ mapped onto $[0,\infty)$, with the properties that $\delta(X)=0$ if and only if $|X|\leq 1$ and $\delta(X\cup Y)\leq\delta(X\cup Z)+\delta(Z\cup Y)$,…
We study injective and projective tensor products of measurable Banach bundles. More precisely, given two separable measurable Banach bundles ${\bf E}$, ${\bf F}$ defined over a probability space $({\rm X},\Sigma,\mathfrak m)$, we construct…
Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and…
We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this…
Being infinite dimensional, non-parametric information geometry has long faced an "intractability barrier" due to the fact that the Fisher-Rao metric is now a functional incurring difficulties in defining its inverse. This paper introduces…
We develop a general framework for the probabilistic analysis of random finite point clouds in the context of topological data analysis. We extend the notion of a barcode of a finite point cloud to compact metric spaces. Such a barcode…
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…
This is an overview article. In his Habilitationsvortrag, Riemann described infinite dimensional manifolds parameterizing functions and shapes of solids. This is taken as an excuse to describe convenient calculus in infinite dimensions…
Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
In this work, we construct and study certain classes of infinite dimensional Lie groups that are modelled on weighted function spaces. In particular, we construct a Lie group of weighted diffeomorphisms on a Banach space. Further, we also…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…
We use spectral invariants in Lagrangian Floer theory in order to show that there exist \emph{isometric} embeddings of normed linear spaces (finite or infinite dimensional, depending on the case) into the space of Hamiltonian deformations…
We show how to construct measures on Banach manifolds associated to supersymmetric quantum field theories. These measures are mathematically well-defined objects inspired by the formal path integrals appearing in the physics literature on…
We study the geometry of the space of densities $\VolM$, which is the quotient space $\Diff(M)/\Diff_\mu(M)$ of the diffeomorphism group of a compact manifold $M$ by the subgroup of volume-preserving diffemorphisms, endowed with a…
Chentsov studied Riemannian metrics on the set of probability measures from the point of view of decision theory. He proved that up to a constant factor the Fisher information is the only metric which is monotone under stochastic…
We introduce the post-processing preorder and equivalence relations for general measurements on a possibly infinite-dimensional general probabilistic theory described by an order unit Banach space $E$ with a Banach predual. We define the…
This paper consists of two main results. In the first one we describe all Kaehler immersions of a bounded symmetric domain into the infinite dimensional complex projective space in terms of the Wallach set of the domain. In the second one…
Bayesian predictive densities when the observed data $x$ and the target variable $y$ to be predicted have different distributions are investigated by using the framework of information geometry. The performance of predictive densities is…
The $\Gamma$-limit for a sequence of length functionals associated with a one parameter family of Riemannian manifolds is computed analytically. The Riemannian manifold is of `two-phase' type, that is, the metric coefficient takes values in…