Information geometry, simulation and complexity in Gaussian random fields
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hysteresisGaussian random fieldsMarkov chain Monte Carlo methodcomplex systemsinformation geometryFisher information
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Gaussian processes (60G15) Random fields (60G60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Simulation of dynamical systems (37M05)
Abstract: Random fields are useful mathematical objects in the characterization of non-deterministic complex systems. A fundamental issue in the evolution of dynamical systems is how intrinsic properties of such structures change in time. In this paper, we propose to quantify how changes in the spatial dependence structure affect the Riemannian metric tensor that equips the model's parametric space. Defining Fisher curves, we measure the variations in each component of the metric tensor when visiting different entropic states of the system. Simulations show that the geometric deformations induced by the metric tensor in case of a decrease in the inverse temperature are not reversible for an increase of the same amount, provided there is significant variation in the system entropy: the process of taking a system from a lower entropy state A to a higher entropy state B and then bringing it back to A, induces a natural intrinsic one-way direction of evolution. In this context, Fisher curves resemble mathematical models of hysteresis in which the natural orientation is pointed by an arrow of time.
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Cited in
(7)- Information Geometry of the Gaussian Distribution in View of Stochastic Optimization
- Monte Carlo Information-Geometric Structures
- Closed-form Bayesian image denoising: improving the adaptive Wiener filter through pairwise Gaussian-Markov random fields
- Approximate Solutions of Lagrange Multipliers for Information-Theoretic Random Field Models
- On the Conditional Mutual Information in the Gaussian–Markov Structured Grids
- Gaussian random bridges and a geometric model for information equilibrium
- Information geometric characterization of the complexity of fractional Brownian motions
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