The Schrödinger problem on the non-commutative Fisher-Rao space
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Publication:2225895
Hellinger distancevon Neumann entropyFisher informationBures-Wasserstein distanceFisher-Rao spaceBures-Wasserstein spaceFisher-Rao distanceSchrödinger problem
Variational problems in a geometric measure-theoretic setting (49Q20) Probability measures on topological spaces (60B05) Spaces of measures, convergence of measures (28A33) Methods involving semicontinuity and convergence; relaxation (49J45) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56)
Abstract: We present a self-contained and comprehensive study of the Fisher-Rao space of matrix-valued non-commutative probability measures, and of the related Hellinger space. Our non-commutative Fisher-Rao space is a natural generalization of the classical commutative Fisher-Rao space of probability measures and of the Bures-Wasserstein space of Hermitian positive-definite matrices. We introduce and justify a canonical entropy on the non-commutative Fisher-Rao space, which differs from the von Neumann entropy. We consequently derive the analogues of the heat flow, of the Fisher information, and of the dynamical Schr"odinger problem. We show the -convergence of the -Schr"odinger problem towards the geodesic problem for the Fisher-Rao space, and, as a byproduct, the strict geodesic convexity of the entropy.
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