Examples of the application of nonparametric information geometry to statistical physics (Q280599): Difference between revisions
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English | Examples of the application of nonparametric information geometry to statistical physics |
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Examples of the application of nonparametric information geometry to statistical physics (English)
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10 May 2016
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The departure point of the present review paper is the monograph of \textit{S.-i. Amari} and \textit{H. Nagaoka} [Methods of information geometry. Providence, RI: American Mathematical Society; Oxford: Oxford University Press (2000; Zbl 0960.62005)] where the fundamental treatement of differential connections has been established for finite dimensional coordinate systems. Developments following A. P. Dawid's comments on [\textit{B. Efron}, Ann. Stat. 3, 1189--1242 (1975; Zbl 0321.62013)] enable a non-parametric extension of the Amari-Nagaoka theory where positive probability densities of a measure space were shown to be a differentiable manifold modeled on Orlicz banach spaces. A major purpose of the paper is to show that the pertinent mathematical formalism provides a rigorous way to interpret the Boltzmann equation as an evolution equation on the statistical manifold. Applications of Orlicz spaces in statistical physics have been previously exposed by \textit{W. A. Majewski} and \textit{L. E. Labuschagne} [Ann. Henri Poincaré 15, No. 6, 1197--1221 (2014; Zbl 1295.82019)]. The latter framework is presently worked out for a space-homogeneous Boltzmann operator with a suitable angular collision kernel. The non-parametric setting is also used to discuss a number of problems like e.g statistical physics of machine learning (in particular the black-box optimization), Kullback-Leibler divergence and Boltzmann-Gibbs entropy.
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information geometry
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exponential manifold
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differential (statistical) connections
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Boltzmann-Gibbs entropy
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Boltzmann equation
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Orlicz spaces
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non-parametric statistical manifolds
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Kullback-Leibler divergence
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