Examples of the application of nonparametric information geometry to statistical physics

DOI10.3390/E15104042MaRDI QIDQ280599zbMATHOpenAlexFDO

Authors Giovanni Pistone

Publication date 10 May 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.5312

zbMATH Keywords

Kullback-Leibler divergenceBoltzmann equationinformation geometryOrlicz spacesBoltzmann-Gibbs entropydifferential (statistical) connectionsexponential manifoldnon-parametric statistical manifolds

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Measures of information, entropy (94A17) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Boltzmann equations (35Q20) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Global differential geometry (53C99)

Abstract: We review a nonparametric version of Amari's Information Geometry in which the set of positive probability densities on a given sample space is endowed with an atlas of charts to form a differentiable manifold modeled on Orlicz Banach spaces. This nonparametric setting is used to discuss the setting of typical problems in Machine Learning and Statistical Physics, such as relaxed optimization, Kullback-Leibler divergence, Boltzmann entropy, Boltzmann equation

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Cites work

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Cited in

(16)

• Sub-exponentiality in statistical exponential models
• Information geometry of physics-informed statistical manifolds and its use in data assimilation
• Nonparametric information geometry
• New results on mixture and exponential models by Orlicz spaces
• Lightlike submanifolds of semi-Riemannian statistical manifolds
• Extension of Information Geometry to non-statistical systems: some examples
• Differential analytic aspects of statistical models
• Exponential models by Orlicz spaces and applications
• Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
• Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
• Information geometry of the probability simplex: a short course
• An eikonal equation approach to thermodynamics and the gradient flows in information geometry
• Information geometry formalism for the spatially homogeneous Boltzmann equation
• A Lecture About the Use of Orlicz Spaces in Information Geometry
• Lagrangian and Hamiltonian dynamics for probabilities on the statistical bundle
• The Banach manifold of measures and the Lagrange multipliers of statistical mechanics

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