English
Related papers

Related papers: The Geometry of Statistical Data and Information: …

200 papers

Is the geometry of space a macroscopic manifestation of an underlying microscopic statistical structure? Is geometrodynamics - the theory of gravity - derivable from general principles of inductive inference? Tentative answers are suggested…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Ariel Caticha

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 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…

Differential Geometry · Mathematics 2022-08-29 Mitsuhiro Itoh , Hiroyasu Satoh

The space of probability distributions on a given sample space possesses natural geometric properties. For example, in the case of a smooth parametric family of probability distributions on the real line, the parameter space has a…

General Finance · Quantitative Finance 2015-06-03 Dorje C. Brody , Lane P. Hughston

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…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

Complex models in physics, biology, economics, and engineering are often sloppy, meaning that the model parameters are not well determined by the model predictions for collective behavior. Many parameter combinations can vary over decades…

Statistical Mechanics · Physics 2022-09-26 Katherine N. Quinn , Michael C. Abbott , Mark K. Transtrum , Benjamin B. Machta , James P. Sethna

Can the spatial distance between two identical particles be explained in terms of the extent that one can be distinguished from the other? Is the geometry of space a macroscopic manifestation of an underlying microscopic statistical…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Ariel Caticha

Using the generalized entropies which depend on two parameters we propose a set of quantitative characteristics derived from the Information Geometry based on these entropies. Our aim, at this stage, is modest, as we are first constructing…

Mathematical Physics · Physics 2018-02-14 Demetris P. K. Ghikas , Fotios Oikonomou

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…

Statistics Theory · Mathematics 2023-06-05 Brodie A. J. Lawson , Kevin Burrage , Kerrie Mengersen , Rodrigo Weber dos Santos

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…

Quantum Physics · Physics 2020-12-08 Gabriel F. Magno , Carlos H. Grossi , Gerardo Adesso , Diogo O. Soares-Pinto

Information geometry is concerned with the application of differential geometry concepts in the study of the parametric spaces of statistical models. When the random variables are independent and identically distributed, the underlying…

Information Theory · Computer Science 2021-10-05 Alexandre L. M. Levada

Using the square-root map p-->\sqrt{p} a probability density function p can be represented as a point of the unit sphere S in the Hilbert space of square-integrable functions. If the density function depends smoothly on a set of parameters,…

Statistical Mechanics · Physics 2009-12-31 Dorje C. Brody , Daniel W. Hook

We consider a Gaussian statistical model whose parameter space is given by the variances of random variables. Underlying this model we identify networks by interpreting random variables as sitting on vertices and their correlations as…

Mathematical Physics · Physics 2015-06-17 Domenico Felice , Stefano Mancini , Marco Pettini

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

During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…

Methodology · Statistics 2015-08-18 Peter J. Rousseeuw , Mia Hubert

This paper explores the Bergman geometry of bounded domains $\Omega$ in $\mathbb{C}^n$ through the lens of information geometry by introducing a mapping $\Phi: \Omega \rightarrow \mathcal{P}(\Omega)$, where $\mathcal{P}(\Omega)$ denotes a…

Complex Variables · Mathematics 2026-04-22 Gunhee Cho , Jihun Yum

Information geometry and inductive inference methods can be used to model dynamical systems in terms of their probabilistic description on curved statistical manifolds. In this article, we present a formal conceptual reexamination of the…

Mathematical Physics · Physics 2010-11-29 C. Cafaro , A. Giffin , S. A. Ali , D. -H. Kim

Information geometry is a mathematical framework that elucidates the manifold structure of the probability distribution space (p-space), providing a systematic approach to transforming probability distributions (PDs). In this study, we…

Data Analysis, Statistics and Probability · Physics 2025-06-30 Tomotaka Oroguchi , Rintaro Inoue , Masaaki Sugiyama

Information geometry and Wasserstein geometry are two main structures introduced in a manifold of probability distributions, and they capture its different characteristics. We study characteristics of Wasserstein geometry in the framework…

Statistics Theory · Mathematics 2024-06-26 Shun-ichi Amari , Takeru Matsuda

Motivated by the increasing connections between information theory and high-energy physics, particularly in the context of the AdS/CFT correspondence, we explore the information geometry associated to a variety of simple systems. By…

High Energy Physics - Theory · Physics 2020-05-06 Johanna Erdmenger , Kevin T. Grosvenor , Ro Jefferson