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Related papers: Information geometry of Bayes computations

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This paper develops information geometric representations for nonlinear filters in continuous time. The posterior distribution associated with an abstract nonlinear filtering problem is shown to satisfy a stochastic differential equation on…

Probability · Mathematics 2015-07-28 Nigel J. Newton

We construct an information-geometric structure for chemical thermodynamics, applicable to a wide range of chemical reaction systems including non-ideal and open systems. For this purpose, we explicitly construct dual affine coordinate…

Statistical Mechanics · Physics 2022-10-26 Naruo Ohga , Sosuke Ito

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…

Machine Learning · Statistics 2023-10-03 Florent Bouchard , Arnaud Breloy , Antoine Collas , Alexandre Renaux , Guillaume Ginolhac

Wasserstein geometry and information geometry are two important structures to be introduced in a manifold of probability distributions. Wasserstein geometry is defined by using the transportation cost between two distributions, so it…

Statistics Theory · Mathematics 2021-01-01 Shun-ichi Amari , Takeru Matsuda

Information geometry is the application of differential geometry in statistics, where the Fisher-Rao metric serves as the Riemannian metric on the statistical manifold, providing an intrinsic property for parameter sensitivity. In this…

Quantum Physics · Physics 2024-07-25 Wangjun Lu , Zhao-Hui Peng , HongTao

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

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

The primary objects of study in information geometry are statistical manifolds, which are parametrized families of probability measures, induced with the Fisher-Rao metric and a pair of torsion-free conjugate connections. In recent work,…

Differential Geometry · Mathematics 2023-05-02 Gabriel Khan , Jun Zhang

We consider a system with a discrete configuration space. We show that the geometrical structures associated with such a system provide the tools necessary for a reconstruction of discrete quantum mechanics once dynamics is brought into the…

Mathematical Physics · Physics 2013-12-03 Marcel Reginatto , Michael J. W. Hall

We find the information geometry of tempered stable processes. Beginning with the derivation of $\alpha$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $\alpha$-connections…

Differential Geometry · Mathematics 2025-12-30 Jaehyung Choi

In this paper, we show how information geometry, the natural geometry of discrete probability distributions, can be used to derive the quantum formalism. The derivation rests upon three elementary features of quantum phenomena, namely…

Quantum Physics · Physics 2010-02-14 Philip Goyal

Contrast functions play a fundamental role in information geometry, providing a means for generating the geometric structures of a statistical manifold: a pseudo-Riemannian metric and a pair of torsion-free conjugate affine connections.…

Differential Geometry · Mathematics 2025-11-11 Florio M. Ciaglia , Giuseppe Marmo , Marco Pacelli , Luca Schiavone , Alessandro Zampini

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…

Methodology · Statistics 2022-04-01 Jesse A Sharp , Alexander P Browning , Kevin Burrage , Matthew J Simpson

We incorporate into the empirical measure the auxiliary information given by a finite collection of expectation in an optimal information geometry way. This allows to unify several methods exploiting a side information and to uniquely…

Statistics Theory · Mathematics 2021-07-02 Sofiane Arradi-Alaoui

We consider torsion in parameter manifolds that arises via conformal transformations of the Fisher information metric, and define it for information geometry of a wide class of physical systems. The torsion can be used to differentiate…

Classical Physics · Physics 2023-08-09 Kunal Pal , Kuntal Pal , Tapobrata Sarkar

High-throughput optical communication systems utilize binary soft-decision forward error correction (SD-FEC) with bit interleaving over the bit channels. The generalized mutual information (GMI) is an achievable information rate (AIR) in…

Information Theory · Computer Science 2024-01-30 Tsuyoshi Yoshida , Magnus Karlsson , Erik Agrell

Recently, there has been considerable interest in the application of information geometry to quantum many body physics. This interest has been driven by three separate lines of research, which can all be understood as different facets of…

Quantum Physics · Physics 2023-09-13 J. Lambert , E. S. Sørensen

We introduce two new classes of measures of information for statistical experiments which generalise and subsume $\phi$-divergences, integral probability metrics, $\mathfrak{N}$-distances (MMD), and $(f,\Gamma)$ divergences between two or…

Machine Learning · Computer Science 2023-09-11 Robert C. Williamson , Zac Cranko

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

Recent advancements have revealed new links between information geometry and classical stochastic thermodynamics, particularly through the Fisher information (FI) with respect to time. Recognizing the non-uniqueness of the quantum Fisher…

Quantum Physics · Physics 2025-10-07 Laetitia P. Bettmann , John Goold