The Schrödinger problem on the non-commutative Fisher-Rao space

DOI10.1007/S00526-020-01871-WzbMATH Open1479.49096arXiv2007.09042OpenAlexW3123439094WikidataQ115386951 ScholiaQ115386951MaRDI QIDQ2225895FDOQ2225895

Authors: Léonard Monsaingeon, Dmitry Vorotnikov 

Publication date: 11 February 2021

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

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 $Gamma$-convergence of the $epsilon$-Schr"odinger problem towards the geodesic problem for the Fisher-Rao space, and, as a byproduct, the strict geodesic convexity of the entropy.

Full work available at URL: https://arxiv.org/abs/2007.09042

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zbMATH Keywords

Hellinger distancevon Neumann entropyFisher informationBures-Wasserstein distanceFisher-Rao spaceBures-Wasserstein spaceFisher-Rao distanceSchrödinger problem

Mathematics Subject Classification ID

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)

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Cited In (7)

• Schrödinger encounters Fisher and Rao: a survey
• An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy
• A non-commutative entropic optimal transport approach to quantum composite systems at positive temperature
• On the convergence of discrete dynamic unbalanced transport models
• Convex functions defined on metric spaces are pulled back to subharmonic ones by harmonic maps
• The dynamical Schrödinger problem in abstract metric spaces
• Some geometric consequences of the Schrödinger problem

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