A hall of statistical mirrors

DOI10.4310/AJM.2022.V26.N6.A3MaRDI QIDQ6160105zbMATH OpenOpenAlexFDO

Authors Gabriel Khan, Jun Zhang

Publication date 9 May 2023

Published in The Asian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.13809

zbMATH Keywords

Hessian manifoldsKähler manifoldsstatistical manifolds

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Kähler manifolds (32Q15) Differential geometric aspects of statistical manifolds and information geometry (53B12) Global differential geometry of Hermitian and Kählerian manifolds (53C55)

Abstract: The primary objects of study in information geometry are statistical manifolds, which are parametrized families of probability measures, induced with the Fisher-Rao metric and a pair of torsion-free conjugate connections. In recent work, the authors considered parametrized probability distributions as partially-flat statistical manifolds admitting torsion and showed that there is a complex to symplectic duality on the tangent bundles of such manifolds, based on the dualistic geometry of the underlying manifold. In this paper, we explore this correspondence further in the context of Hessian manifolds, in which case the conjugate connections are both curvature- and torsion-free, and the associated dual pair of spaces are K"ahler manifolds. We focus on several key examples and their geometric features. In particular, we show that the moduli space of univariate normal distributions gives rise to a correspondence between the Siegel half-space and the Siegel-Jacobi space, which are spaces that appear in the context of automorphic forms.

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Cited in

(7)

• Statistical mirror symmetry
• Geometric quantization of complex Monge-Ampère operator for certain diffusion flows
• Differential analytic aspects of statistical models
• Problems in the geometry of the Siegel-Jacobi space
• On closed-form expressions for the Fisher-Rao distance
• Sum-of-squares programming for Ma-Trudinger-Wang regularity of optimal transport maps
• Kähler-Ricci flow preserves negative anti-bisectional curvature

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