Information geometric complexity of a trivariate Gaussian statistical model

DOI10.3390/E16062944zbMATH Open1338.62022arXiv1403.8100OpenAlexW2080625687MaRDI QIDQ296465FDOQ296465

Domenico Felice, Stefano Mancini, Carlo Cafaro

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Abstract: We evaluate the information geometric complexity of entropic motion on low-dimensional Gaussian statistical manifolds in order to quantify how difficult is making macroscopic predictions about a systems in the presence of limited information. Specifically, we observe that the complexity of such entropic inferences not only depends on the amount of available pieces of information but also on the manner in which such pieces are correlated. Finally, we uncover that for certain correlational structures, the impossibility of reaching the most favorable configuration from an entropic inference viewpoint, seems to lead to an information geometric analog of the well-known frustration effect that occurs in statistical physics.

Full work available at URL: https://arxiv.org/abs/1403.8100

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zbMATH Keywords

complexityprobability theoryRiemannian geometry

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric inference (62F99) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21)

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Cited In (7)

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• Application of the maximum relative entropy method to the physics of ferromagnetic materials
• An information geometric perspective on the complexity of macroscopic predictions arising from incomplete information
• Information geometric methods for complexity
• On analytical solutions of the fractional differential equation with uncertainty: application to the Basset problem
• Theoretical investigations of an information geometric approach to complexity
• Information geometry of modal linear regression

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