Ricci curvature for parametric statistics via optimal transport

DOI10.1007/S41884-020-00026-2MaRDI QIDQ2006199zbMATH OpenOpenAlexWikidataFDO

Authors Wuchen Li, Guido Montúfar

Publication date 8 October 2020

Published in Information Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.07095

zbMATH Keywords

Ricci curvatureinformation projectionWasserstein statistical manifoldFokker-Planck equation on parameter space

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Measures of information, entropy (94A17) Methods of local Riemannian geometry (53B21) Fokker-Planck equations (35Q84) Differential geometric aspects of statistical manifolds and information geometry (53B12) Information geometry (statistical aspects) (62B11)

Abstract: We elaborate the notion of a Ricci curvature lower bound for parametrized statistical models. Following the seminal ideas of Lott-Strum-Villani, we define this notion based on the geodesic convexity of the Kullback-Leibler divergence in a Wasserstein statistical manifold, that is, a manifold of probability distributions endowed with a Wasserstein metric tensor structure. Within these definitions, the Ricci curvature is related to both, information geometry and Wasserstein geometry. These definitions allow us to formulate bounds on the convergence rate of Wasserstein gradient flows and information functional inequalities in parameter space. We discuss examples of Ricci curvature lower bounds and convergence rates in exponential family models.

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Cited in

(20)

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