Gradient systems associated with probability distributions
Gradient systems on manifolds of probability distributions are studied. It is shown that the gradient systems can be linearized by using Amari's dual coordinate system of the original coordinates. This implies that the gradient flows on the manifolds converge to equilibrium points exponentially. It is proven that the gradient systems are completely integrable Hamiltonian systems if the manifolds have even dimensions. In addition, it is shown that the system associated with a Gaussian distribution admits a Lax pair representation. The gradient systems associated with various distributions including both continuous and discrete distributions are then presented explicitly. Finally, an application of the gradient systems to a nonlinear programming problem is discussed.
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- Gradient systems in view of information geometry
- A class of gradient-like dynamical systems associated with polynomial discrete probability distribution
- On explicit solvable gradient systems of Moser-Karmarkar type
- Natural gradient via optimal transport
- A geometric method in nonlinear programming
- A new polynomial-time algorithm for linear programming
- Completely integrable gradient systems on the manifolds of Gaussian and multinomial distributions
- Differential-geometrical methods in statistics
- Dynamical systems that sort lists, diagonalize matrices, and solve linear programming problems
- Finitely many mass points on the line under the influence of an exponential potential -- an integrable system
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- The Nonlinear Geometry of Linear Programming. II Legendre Transform Coordinates and Central Trajectories
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- Neurodynamics and nonlinear integrable systems of Lax type
- Gradient systems in view of information geometry
- On explicit solvable gradient systems of Moser-Karmarkar type
- Yokes and symplectic structures
- Statistics, yokes and symplectic geometry
- A gradient theory of internal variables
- An eikonal equation approach to thermodynamics and the gradient flows in information geometry
- Information geometry and Hamiltonian systems on Lie groups
- Koszul information geometry, Liouville-Mineur integrable systems and Moser isospectral deformation method for Hermitian positive-definite matrices
- Gradient of the log-likelihood ratio for infinite-dimensional stochastic systems
- Contact geometric descriptions of vector fields on dually flat spaces and their applications in electric circuit models and nonequilibrium statistical mechanics
- SYMPLECTIC STRUCTURES ON STATISTICAL MANIFOLDS
- A class of gradient-like dynamical systems associated with polynomial discrete probability distribution
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- Maps on statistical manifolds exactly reduced from the Perron-Frobenius equations for solvable chaotic maps
- Diffusion equations from master equations -- a discrete geometric approach
- Contact Hamiltonian systems for probability distribution functions and expectation variables: a study based on a class of master equations
- Weyl geometric approach to the gradient-flow equations in information geometry
- Geometric properties of beta distributions
- Complete integrability of gradient systems on a manifold admitting a potential in odd dimension
- Geodesic flows of -connections for statistical transformation models on a compact Lie group
- On the complete integrability of gradient systems on manifold of the beta family of the first kind
- Statistical transformation models of multivariate normal distributions and their -geodesic flows
- Adler-Kostant-Symes theorem and algebraic complete integrability of information geometry and Souriau Lie groups thermodynamics \(\langle{Q,[\beta, Z]} \rangle + \tilde{\Theta }(\beta, Z) = 0\)
- Completely integrable gradient systems on the manifolds of Gaussian and multinomial distributions
- Holonomic gradient descent and its application to the Fisher-Bingham integral
- Lax-type equation unifying gradient systems in quantum and classical statistical models
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