The Schrödinger problem on the non-commutative Fisher-Rao space
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Publication:2225895
Bures-Wasserstein distanceBures-Wasserstein spaceFisher informationFisher-Rao distanceFisher-Rao spaceHellinger distanceSchrödinger problemvon Neumann entropy
Spaces of measures, convergence of measures (28A33) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Methods involving semicontinuity and convergence; relaxation (49J45) Variational problems in a geometric measure-theoretic setting (49Q20) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Probability measures on topological spaces (60B05)
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.
A sufficiently detailed study of the Fisher-Rao space of matrix-valued non-commutative probability measures and of the related Hellinger space are presented. A canonical entropy on the non-commutative Fisher-Rao space, which differs from the von Neumann entropy are introduced and justified. Consequently are derived the analogues of the heat flow, of the Fisher information, and of the dynamical Schrödinger problem. The \(\Gamma\)-convergence of the \(\varepsilon\)-Schrödinger problem towards the geodesic problem for the Fisher-Rao space is shown and, as a byproduct, the strict geodesic convexity of the entropy is shown too.
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