Related papers: The Information-Geometric Perspective of Compositi…
When dealing with a parametric statistical model, a Riemannian manifold can naturally appear by endowing the parameter space with the Fisher information metric. The geometry induced on the parameters by this metric is then referred to as…
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…
In this paper and a companion paper, we show how the framework of information geometry, a geometry of discrete probability distributions, can form the basis of a derivation of the quantum formalism. The derivation rests upon a few…
Information geometry promotes an investigation of the geometric structure of statistical manifolds, providing a series of elucidations in various areas of scientific knowledge. In the physical sciences, especially in quantum theory, this…
In this article, we present recent developments of information geometry, namely, geometry of the Fisher metric, dualistic structures and divergences on the space of probability measures, particularly the theory of geodesics of the Fisher…
Choosing the Fisher information as the metric tensor for a Riemannian manifold provides a powerful yet fundamental way to understand statistical distribution families. Distances along this manifold become a compelling measure of statistical…
In this paper, we leverage the properties of non-Euclidean Geometry to define the Geodesic distance (GD) on the space of statistical manifolds. The Geodesic distance is a real and intuitive similarity measure that is a good alternative to…
We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…
Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying…
Optimal transport and information geometry both study geometric structures on spaces of probability distributions. Optimal transport characterizes the cost-minimizing movement from one distribution to another, while information geometry…
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…
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,…
Technology of data collection and information transmission is based on various mathematical models of encoding. The words "Geometry of information" refer to such models, whereas the words "Moufang patterns" refer to various sophisticated…
Dimensionality reduction is critical across various domains of science including neuroscience. Probabilistic Principal Component Analysis (PPCA) is a prominent dimensionality reduction method that provides a probabilistic approach unlike…
In this paper a class of dynamical systems describing expectation variables exactly derived from continuous-time master equations is introduced and studied from the viewpoint of differential geometry, where such master equations consist of…
High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…
In this work we: (1) review likelihood-based inference for parameter estimation and the construction of confidence regions; and, (2) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar…
The manifold of coupling constants parametrizing a quantum Hamiltonian is equipped with a natural Riemannian metric with an operational distinguishability content. We argue that the singularities of this metric are in correspondence with…
It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…
Information theoretic quantities play an important role in various settings in machine learning, including causality testing, structure inference in graphical models, time-series problems, feature selection as well as in providing privacy…