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Information geometry is a study of applying differential geometry methods to challenging statistical problems, such as uncertainty quantification. In this work, we use information geometry to study how measurement uncertainties in…

Nuclear Theory · Physics 2025-09-15 M. Imbrišak , A. E. Lovell , M. R. Mumpower

This study investigates the application of Riemannian geometry-based methods for brain decoding using invasive electrophysiological recordings. Although previously employed in non-invasive, the utility of Riemannian geometry for invasive…

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

In this paper we consider the space of those probability distributions which maximize the $q$-R\'enyi entropy. These distributions have the same parameter space for every $q$, and in the $q=1$ case these are the normal distributions. Some…

Probability · Mathematics 2017-08-24 Attila Andai

This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging…

Machine Learning · Statistics 2022-11-23 Antoine Collas , Arnaud Breloy , Guillaume Ginolhac , Chengfang Ren , Jean-Philippe Ovarlez

Modern generative models can produce realistic samples, however, balancing memorisation and generalisation remains an open problem. We approach this challenge from a Bayesian perspective by focusing on the parameter space of flow matching…

The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…

Methodology · Statistics 2019-08-14 Konstantinos Spiliopoulos

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…

Statistics Theory · Mathematics 2015-03-27 Fumiyasu Komaki

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…

Computation · Statistics 2019-05-21 Brian L. Trippe , Jonathan H. Huggins , Raj Agrawal , Tamara Broderick

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

Information geometry provides a tool to systematically investigate parameter sensitivity of the state of a system. If a physical system is described by a linear combination of eigenstates of a complex (that is, non-Hermitian) Hamiltonian,…

Quantum Physics · Physics 2013-08-26 Dorje C. Brody , Eva-Maria Graefe

Imaging systems are represented as linear operators, and their singular value spectra describe the structure recoverable at the operator level. Building on an operator-based information-theoretic framework, this paper introduces a minimal…

Information Theory · Computer Science 2026-01-06 Charles Wood

We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…

Methodology · Statistics 2019-03-29 Abhijoy Saha , Karthik Bharath , Sebastian Kurtek

In this paper we develop the theory of information geometry for single random matrix models, with two goals: proving a Cramer-Rao theorem for estimators on random matrices, and calculating the Legendre transform of pressure and entropy with…

Operator Algebras · Mathematics 2007-05-23 Dan Shiber

In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…

Statistics Theory · Mathematics 2023-07-19 Pooria Pakrooh , Ali Pezeshki , Louis L. Scharf , Douglas Cochran , Stephen D. Howard

We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the…

Machine Learning · Statistics 2014-12-01 Alessandra Tosi , Søren Hauberg , Alfredo Vellido , Neil D. Lawrence

Latent variable models are powerful tools for learning low-dimensional manifolds from high-dimensional data. However, when dealing with constrained data such as unit-norm vectors or symmetric positive-definite matrices, existing approaches…

Machine Learning · Computer Science 2025-03-10 Leonel Rozo , Miguel González-Duque , Noémie Jaquier , Søren Hauberg

Optimization in large language models (LLMs) unfolds over high-dimensional parameter spaces with non-Euclidean structure. Information geometry frames this landscape using the Fisher information metric, enabling more principled learning via…

Computation and Language · Computer Science 2025-12-09 Riccardo Di Sipio

In this paper we apply to gravitational waves from non-spinning binary systems a recently intro- duced frequentist methodology to calculate analytically the error for a maximum likelihood estimate (MLE) of physical parameters. While…

General Relativity and Quantum Cosmology · Physics 2011-02-02 Salvatore Vitale , Michele Zanolin

In the application of Bayesian methods to metrology, pre-data probabilities play a critical role in the estimation of the model uncertainty. Following the observation that distributions form Riemann's manifolds, methods of differential…

Methodology · Statistics 2015-12-17 Giovanni Mana , Carlo Palmisano