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In this paper, first, we survey the concept of diffeological Fisher metric and its naturality, using functorial language of probability morphisms, and slightly extending L\^e's theory in \cite{Le2020} to include weakly $C^k$-diffeological…

统计理论 · 数学 2021-07-01 Hông Vân Lê , Alexey A. Tuzhilin

This paper is a strongly geometrical approach to the Fisher distance, which is a measure of dissimilarity between two probability distribution functions. The Fisher distance, as well as other divergence measures, are also used in many…

统计方法学 · 统计学 2014-01-13 Sueli I. R. Costa , Sandra A. Santos , João E. Strapasson

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…

微分几何 · 数学 2022-08-29 Mitsuhiro Itoh , Hiroyasu Satoh

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type…

微分几何 · 数学 2014-06-09 Guido Montufar , Johannes Rauh , Nihat Ay

The Fisher metric on a manifold of probability distributions is usually treated as a metric on the tangent bundle. In this paper, we focus on the metric on the cotangent bundle induced from the Fisher metric with calling it the Fisher…

信息论 · 计算机科学 2025-10-07 Hiroshi Nagaoka

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…

经典物理 · 物理学 2023-08-09 Kunal Pal , Kuntal Pal , Tapobrata Sarkar

We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…

概率论 · 数学 2016-02-10 Nigel J. Newton

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…

For a given metric $g_{\mu\nu}$, which is identified as Fisher information metric, we generate new constraints for the probability distributions for physical systems. We postulate the existence of intrinsic probability distributions for…

量子物理 · 物理学 2014-12-25 Tzu-Chao Hung

The Fisher information metric or the Fisher-Rao metric corresponds to a natural Riemannian metric defined on a parameterized family of probability density functions. As in the case of Riemannian geometry, we can define a distance in terms…

微分几何 · 数学 2024-05-30 Emmanuel Gnandi

In this note we introduce the notion of a $C^k$-diffeological statistical model, which allows us to apply the theory of diffeological spaces to (possibly singular) statistical models. In particular, we introduce a class of almost…

统计理论 · 数学 2020-04-20 Hông Vân Lê

Variance and Fisher information are ingredients of the Cramer-Rao inequality. We regard Fisher information as a Riemannian metric on a quantum statistical manifold and choose monotonicity under coarse graining as the fundamental property of…

量子物理 · 物理学 2009-11-07 Denes Petz

We define a metric and a family of $\alpha$-connections in statistical manifolds, based on $\varphi$-divergence, which emerges in the framework of $\varphi$-families of probability distributions. This metric and $\alpha$-connections…

概率论 · 数学 2015-11-05 Rui F. Vigelis , David C. de Souza , Charles C. Cavalcante

We characterize the distributions that arise as derivatives of families of probabilities and of positive and signed measures on smooth manifolds.

概率论 · 数学 2015-04-09 Rodolfo Rios-Zertuche

Upon a consistent topological statistical theory the application of structural statistics requires a quantification of the proximity structure of model spaces. An important tool to study these structures are Pseudo-Riemannian metrices,…

统计理论 · 数学 2020-06-23 Patrick Michl

This is an exposition of the theory of differentiable structures on metric measures spaces, in the sense of Cheeger and Keith.

度量几何 · 数学 2011-08-08 Bruce Kleiner , John Mackay

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

混沌动力学 · 物理学 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

The Fisher's information metric is introduced in order to find the real meaning of the probability distribution in classical and quantum systems described by Riemaniann non-degenerated superspaces. In particular, the physical r\^{o}le…

高能物理 - 理论 · 物理学 2012-12-04 Diego Julio Cirilo-Lombardo , Victor I. Afonso

The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…

量子物理 · 物理学 2024-04-30 Matteo Scandi , Paolo Abiuso , Jacopo Surace , Dario De Santis

We define a mixed topology on the fiber space $\cup_\mu \oplus^n L^n(\mu)$ over the space $\mathcal{M}(\Omega)$ of all finite non-negative measures $\mu$ on a separable metric space $\Omega$ provided with Borel $\sigma$-algebra. We define a…

统计理论 · 数学 2016-01-26 Hông Vân Lê
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