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Information geometry is a study of statistical manifolds, that is, spaces of probability distributions from a geometric perspective. Its classical information-theoretic applications relate to statistical concepts such as Fisher information,…

Information Theory · Computer Science 2023-10-09 Kumar Vijay Mishra , M. Ashok Kumar , Ting-Kam Leonard Wong

In this survey, we describe the fundamental differential-geometric structures of information manifolds, state the fundamental theorem of information geometry, and illustrate some use cases of these information manifolds in information…

Machine Learning · Computer Science 2020-10-01 Frank Nielsen

To what extent can we distinguish one probability distribution from another? Are there quantitative measures of distinguishability? The goal of this tutorial is to approach such questions by introducing the notion of the "distance" between…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Ariel Caticha

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

This introductory text arises from a lecture given in G\"oteborg, Sweden, given by the first author and is intended for undergraduate students, as well as for any mathematically inclined reader wishing to explore a synthesis of ideas…

Differential Geometry · Mathematics 2025-02-18 Noémie C. Combe , Philippe G. Combe , Hanna K. Nencka

Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…

Differential Geometry · Mathematics 2026-02-09 Iolo Jones , David Lanners

This paper lays the foundations for a unified framework for numerically and computationally applying methods drawn from a range of currently distinct geometrical approaches to statistical modelling. In so doing, it extends information…

Statistics Theory · Mathematics 2012-09-11 Karim Anaya-Izquierdo , Frank Critchley , Paul Marriott , Paul W. Vos

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

Statistical inference more often than not involves models which are non-linear in the parameters thus leading to non-Gaussian posteriors. Many computational and analytical tools exist that can deal with non-Gaussian distributions, and…

General Relativity and Quantum Cosmology · Physics 2021-01-20 Eileen Giesel , Robert Reischke , Björn Malte Schäfer , Dominic Chia

We use the method of maximum entropy to model physical space as a curved statistical manifold. It is then natural to use information geometry to explain the geometry of space. We find that the resultant information metric does not describe…

General Relativity and Quantum Cosmology · Physics 2015-12-31 Ariel Caticha

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

Information theory is a statistical theory concerned with the relative state of detectors and physical systems. As a consequence, the classical framework of Shannon needs to be extended to deal with quantum detectors, possibly moving at…

Quantum Physics · Physics 2007-05-23 Christoph Adami

In this article, we describe various aspects of categorification of the structures appearing in information theory. These aspects include probabilistic models both of classical and quantum physics, emergence of F-manifolds, and motivic…

Information Theory · Computer Science 2021-08-12 Noemie Combe , Yuri I. Manin , Matilde Marcolli

Distance Geometry is based on the inverse problem that asks to find the positions of points, in a Euclidean space of given dimension, that are compatible with a given set of distances. We briefly introduce the field, and discuss some open…

Metric Geometry · Mathematics 2016-10-04 Leo Liberti , Carlile Lavor

The introduction of a metric onto the space of parameters in models in Statistical Mechanics and beyond gives an alternative perspective on their phase structure. In such a geometrization, the scalar curvature, R, plays a central role. A…

Statistical Mechanics · Physics 2009-11-10 W. Janke , D. A. Johnston , R. Kenna

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…

Mathematical Physics · Physics 2017-10-11 Sean Alan Ali , Carlo Cafaro

Information Geometry has been used to inspire efficient algorithms for stochastic optimization, both in the combinatorial and the continuous case. We give an overview of the authors' research program and some specific contributions to the…

Statistics Theory · Mathematics 2014-03-18 Luigi Malagò , Giovanni Pistone

At this point in time, two major areas of physics, statistical mechanics and quantum mechanics, rest on the foundations of probability and entropy. The last century saw several significant fundamental advances in our understanding of the…

Mathematical Physics · Physics 2015-05-20 Kevin H. Knuth

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

Algebraic statistics is concerned with the study of probabilistic models and techniques for statistical inference using methods from algebra and geometry. This article presents a list of open mathematical problems in this emerging field,…

Statistics Theory · Mathematics 2007-11-10 Bernd Sturmfels
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