Information geometry
This paper is based on the 23rd Takagi Lectures delivered by the author on June 8, 2019, at Research Institute for Mathematical Science, Kyoto University. It is an interesting overview on topics of Information geometry. Basically Information geometry studies statistical manifolds, that is Riemannian manifolds with a symmetric cubic tensor, or equivalently Riemannian manifolds with a pair of dual affine connections. These manifolds can be considered as Riemannian manifolds whose points correspond to probability distributions. Such structures are important in many areas: mathematics and physics but also machine learning, signal processing, neuroscience. Differential geometry plays a central role in this study. Information geometry is strictly related to asymmetric divergence functions and affine differential geometry. Indeed on a manifold with such a divergence function a Riemannian structure with a pair of dual affine connections can be defined. Also a dual pair of affine connections can be defined on affine manifolds. In particular in a Riemannian manifold with a pair of flat affine connections there is a unique canonical divergence, a generalized Pythagorean theorem and a projection theorem hold. In this framework the Wasserstein distance, which concerns the distance of probability distributions, is very interesting. In this sense the author describes a divergence function obtained from the entropy-regularized Wasserstein problem and relates it to information geometry. Finally some future perspectives are discussed.
- A infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one
- A smoothed dual approach for variational Wasserstein problems
- Any statistical manifold has a contrast function. On the C^ 3- functions taking the minimum at the diagonal of the product manifold
- Chentsov's theorem for exponential families
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- Computational optimal transport. With applications to data sciences
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- Differential-geometrical methods in statistics
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- Exponential statistical manifold
- Generalised Thermostatistics
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- Information geometry
- Information geometry and its applications
- Information geometry connecting Wasserstein distance and Kullback-Leibler divergence via the entropy-relaxed transportation problem
- Information geometry for regularized optimal transport and barycenters of patterns
- Information geometry of estimating functions in semi-parametric statistical models
- Introduction to Nonextensive Statistical Mechanics
- Logarithmic divergences from optimal transport and Rényi geometry
- Markov Processes and the H-Theorem
- On realization of conformally-projectively flat statistical manifolds and the divergences
- On the divergence of 1-conformally flat statistical manifolds
- Optimal Transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Quantum Information Theory
- Second order efficiency of minimum contrast estimators in a curved exponential family
- Statistical manifolds and affine differential geometry
- Statistical manifolds are statistical models
- The geometry of Hessian structures
- Uniqueness of the Fisher-Rao metric on the space of smooth densities
- Information geometry and statistical manifold.
- Geometric structures of information. Proceedings of the conference on geometric science of information, GSI 2017
- Information geometry of Wasserstein divergence
- Information geometry connecting Wasserstein distance and Kullback-Leibler divergence via the entropy-relaxed transportation problem
- On a prior based on the Wasserstein information matrix
- Pseudo-Riemannian geometry encodes information geometry in optimal transport
- Transport information geometry: Riemannian calculus on probability simplex
- Information geometry and sufficient statistics
- Information geometry and game theory
- Information geometry of the Gaussian space
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- INFORMATION GEOMETRY FOR SOME LIE ALGEBRAS
- Monte Carlo Information-Geometric Structures
- The basics of information geometry
- Failures of information geometry
- Wasserstein Riemannian geometry on statistical manifold
- Information geometry for regularized optimal transport and barycenters of patterns
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- Information geometry and its applications: survey (abstract)
- C. Radhakrishna Rao: A Century in Statistical Science
- An analytically solvable principal-agent model
- Half a century of information geometry, part 1
- Conformal mirror descent with logarithmic divergences
- Informative fractal dimension associated with nonmetricity in information geometry
- Categorical information geometry
- Information Geometry of Dynamics on Graphs and Hypergraphs
- Nonmetricity on Riemann-Cartan-Weyl manifold: its physical and mathematical meaning and application
- The information geometry of UMAP
- Information geometry of Wasserstein statistics on shapes and affine deformations
- Studies of information quantities and information geometry of higher order cumulant spaces
- Evolution of Gaussians in the Hellinger-Kantorovich-Boltzmann gradient flow
- Information geometry encoded in bulk geometry
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