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This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The…

Probability · Mathematics 2011-09-12 Nathan Ross

We consider two different stationary random processes whose probability distributions are very close and indistinguishable by standard tests for large but limited statistics. Yet we demonstrate that these processes can be reliably…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Gursoy B. Akguc , Jorge Flores , Sergey Yu. Kun

Distance distributions are a key building block in stochastic geometry modelling of wireless networks and in many other fields in mathematics and science. In this paper, we propose a novel framework for analytically computing the closed…

Information Theory · Computer Science 2019-03-20 Ross Pure , Salman Durrani , Fei Tong , Jianping Pan

With growing success in experimental implementations it is critical to identify a "gold standard" for quantum information processing, a single measure of distance that can be used to compare and contrast different experiments. We enumerate…

Quantum Physics · Physics 2009-01-27 Alexei Gilchrist , Nathan K. Langford , Michael A. Nielsen

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

Information geometry uses the formal tools of differential geometry to describe the space of probability distributions as a Riemannian manifold with an additional dual structure. The formal equivalence of compositional data with discrete…

Statistics Theory · Mathematics 2021-04-28 Ionas Erb , Nihat Ay

The methods of Information geometry have been glowing up to develop various subjects of theoretical physics, including quantum information systems. The present article has two purposes. The first one is to develop general theory of…

Differential Geometry · Mathematics 2024-08-06 Jun-ichi Inoguchi , Yu Ohno

Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on…

Machine Learning · Computer Science 2015-10-06 Lun-Kai Hsu , Tudor Achim , Stefano Ermon

Obtaining complete information about the shape of an object by looking at it from a single direction is impossible in general. In this paper, we theoretically study obtaining differential geometric information of an object from orthogonal…

Differential Geometry · Mathematics 2020-10-08 Masaru Hasegawa , Yutaro Kabata , Kentaro Saji

Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask how important it is that the total mass is one. We claim that…

Information Theory · Computer Science 2022-02-08 Peter Harremoës

At the 2023 Les Houches Summer School on Theoretical Biological Physics, several students asked for some background on information theory, and so we added a tutorial to the scheduled lectures. This is largely a transcript of that tutorial,…

Biological Physics · Physics 2024-09-25 Tarek Tohme , William Bialek

We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…

Data Analysis, Statistics and Probability · Physics 2013-05-22 Sergey Bityukov , Nikolai Krasnikov , Alexander Nikitenko , Vera Smirnova

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

This set of notes is intended for a short course aiming to provide an (almost) self-contained and (almost) elementary introduction to the topic of Information Geometry (IG) of the probability simplex. Such a course can be considered an…

Statistics Theory · Mathematics 2019-11-06 Giovanni Pistone

Mostly aimed at an audience with backgrounds in geometry and homological algebra, these notes offer an introduction to derived geometry based on a lecture course given by the second author. The focus is on derived algebraic geometry, mainly…

Algebraic Geometry · Mathematics 2023-09-01 J. Eugster , J. P. Pridham

How much one has learned from an experiment is quantifiable by the information gain, also known as the Kullback-Leibler divergence. The narrowing of the posterior parameter distribution $P(\theta|D)$ compared with the prior parameter…

Statistical Mechanics · Physics 2022-08-29 Johannes Buchner

We study a family of parametric statistical models based on gamma distributions, which do give realistic descriptions for other stochastic porous media. Gamma distributions contain as a special case the exponential distributions, which…

Astrophysics · Physics 2016-08-30 C. T. J. Dodson

Comparing probability distributions is an indispensable and ubiquitous task in machine learning and statistics. The most common way to compare a pair of Borel probability measures is to compute a metric between them, and by far the most…

Statistics Theory · Mathematics 2022-02-01 Yuhang Cai , Lek-Heng Lim

In this note we highlight some connections of UMAP to the basic principles of Information Geometry. Originally, UMAP was derived from Category Theory observations. However, we posit that it also has a natural geometric interpretation.

Computational Geometry · Computer Science 2024-12-05 Alexander Kolpakov , Aidan Rocke

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
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