English
Related papers

Related papers: Information Geometry of Random Matrix Models

200 papers

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau

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

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We study the problem of testing, using only a single sample, between mean field distributions (like Curie-Weiss, Erd\H{o}s-R\'enyi) and structured Gibbs distributions (like Ising model on sparse graphs and Exponential Random Graphs). Our…

Statistics Theory · Mathematics 2018-05-24 Guy Bresler , Dheeraj Nagaraj

We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…

Probability · Mathematics 2026-04-30 Markus Antoni , Quinten Kürpick , Felix Lindner , Nicole Marheineke , Raimund Wegener

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

In this paper, we prove the existence of fundamental relations between information theory and estimation theory for network-coded flows. When the network is represented by a directed graph G=(V, E) and under the assumption of uncorrelated…

Information Theory · Computer Science 2016-11-17 Samah A. M. Ghanem

The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…

High Energy Physics - Theory · Physics 2022-10-03 Vijay Balasubramanian , Javier M. Magan , Qingyue Wu

We present a new framework for analyzing the evolution of information in geophysical systems. Understanding how information, and its counterpart, uncertainty, propagates is central to predictability studies and has significant implications…

Information Theory · Computer Science 2026-01-06 Peter Jan van Leeuwen

We propose an information-theoretic model for the transport of waves through a chaotic cavity in the presence of absorption. The entropy of the S-matrix statistical distribution is maximized, with the constraint $<Tr SS^{\dagger}> =\alpha…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Eugene Kogan , Pier A. Mello , He Liqun

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

In the context of Matrix/light-cone gauge M-theory, we develop a new approach for computing quantum entanglement between a probe gravitating in the vicinity of a source mass and the source mass. We demonstrate that this entanglement is…

High Energy Physics - Theory · Physics 2019-10-30 Vatche Sahakian

A new information-geometric approach to chaotic dynamics on curved statistical manifolds based on Entropic Dynamics (ED) is proposed. It is shown that the hyperbolicity of a non-maximally symmetric 6N-dimensional statistical manifold M_{s}…

Chaotic Dynamics · Physics 2009-11-13 Carlo Cafaro

This paper unifies deterministic and stochastic Electromagnetic Information Theory (EIT) through symplectic geometry. For spatially incoherent sources, both formulations yield identical eigenvalues and spatial Degrees of Freedom (NDF). This…

Signal Processing · Electrical Eng. & Systems 2026-04-17 Marco Donald Migliore

We introduce a mixture-model of beta distributions to identify significant correlations among $P$ predictors when $P$ is large. The method relies on theorems in convex geometry, which we use to show how to control the error rate of edge…

Methodology · Statistics 2021-06-29 Haim Bar , Martin T. Wells

The Fisher Information Metric (FIM) and the associated Cram\'er-Rao Bound (CRB) are fundamental tools in statistical signal processing, which inform the efficient design of experiments and algorithms for estimating the underlying…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Shiraz Khan , Gregory S. Chirikjian

This paper presents a novel method for analyzing the latent space geometry of generative models, including statistical physics models and diffusion models, by reconstructing the Fisher information metric. The method approximates the…

Machine Learning · Computer Science 2025-06-13 Alexander Lobashev , Dmitry Guskov , Maria Larchenko , Mikhail Tamm

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

It has been suggested that an information geometric view of statistical mechanics in which a metric is introduced onto the space of parameters provides an interesting alternative characterisation of the phase structure, particularly in the…

Statistical Mechanics · Physics 2009-11-07 W. Janke , D. A. Johnston , Ranasinghe P. K. C. Malmini

The Ryu-Takayanagi formula directly connects quantum entanglement and geometry. Yet the assumption of static geometry lead to an exponentially small mutual information between far-separated disjoint regions, which does not hold in many…

High Energy Physics - Theory · Physics 2023-05-17 Jonathan Lam , Yi-Zhuang You