# Questions tagged [information-geometry]

Information geometry is a branch of mathematics that applies the techniques of differential geometry to the field of probability theory. This is done by taking probability distributions for a statistical model as the points of a Riemannian manifold, forming a statistical manifold. The Fisher information metric provides the Riemannian metric.

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### Is the gradient of a strictly convex, continuously differentiable function a homeomorphism?

Let $X\subseteq\mathbb{R}^n$ be a convex set. Let $f:X\to\mathbb{R}$ be a strictly convex function that is differentiable on the (non-empty) relative interior of $X$. $\nabla f$ is a bijection, but is ...
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1 vote
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### Representation theory for symmetries of probability distribution functions

I would like to parameterize all the possible modifications to a probability density function. Is there a representation theory for this? Something along the lines of, these are all the operators $L$ ...
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### Joint lower semicontinuity of the Rényi divergence in all three arguments

Let $X$ be a standard Borel space (I'm already interested in the case where $X$ is finite, i.e., $X=\lbrace 1,\cdots,n\rbrace$). Let $P,Q$ be probability measures on $X$ such that $P\ll Q$. Then the ...
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1 vote
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### Relationship between the Fisher distance and Kulback Leibler divergence

I am reading the 2017 book "Information geometry" by Ay, Jost, Lê, Schwachhöfer. The Fisher distance is given by $$d^F(\mu, \nu) := \inf_{\gamma} L(\gamma)$$ for curves $\gamma:[0,1]\to P$ ...
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### Obtaining metric and compatible differential equations on codimension one foliation of $n$-cube

Essentially the same content as this post on Math stack exchange: https://math.stackexchange.com/q/4741835/460999. I don't expect an answer there and after waiting a few days I've decided to post here....
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### Canonical information geometry for probability distributions on different parameter spaces

I am interested in a canonical information geometry on spaces of probability distributions containing distributions with different parameter spaces. Let me give some context and practical motivation ...
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### Singular Fisher information matrix and existence of unbiased estimators

I'm doing some research into the Cramer-Rao bound for time of arrival localization and have come across a rather strange result: the FIM is singular, but there exists an unbiased estimator. My ...
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### Is there any correspondence between Jacobi forms and automorphic forms on the unit ball in $\mathbb{C}^2$?

Apologies in advance if this question is obvious (or obviously false); number theory is far from my area of expertise. Let me state my questions and then I'll explain the motivation for asking them. ...
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### Upper-bound on the Fisher-Rao distance between multivariate Gaussian measures by the KL-divergence

Let $\mu$ and $\nu$ be two multivariate Gaussian measures on $\mathbb{R}^d$ with non-singular covariance matrices. Can the Fisher-Rao distance $d(\mu,\nu)$ computed on the information manifold of non-...
1 vote
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### Question about canonical divergence on a dually flat manifold

I am reading "Methods of Information geometry by Shun-Ichi-Amari" (chapter 3 sec 3.4) and I am stuck here, can someone explain or give any resource about how we got equation $(3.53)$?
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1 vote
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### Reference for a general theory of spaces of one-directional rays?

There is a lot of work done on projective spaces, over real, complex numbers or over an abstract field. But I do not find a reference for similar theory where the vectors are projected to the same &...
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### Approximation of Wasserstein distance between $p_\theta$ and $p_{\theta + d\theta}$

Given a parametric family of distributions $\{p_\theta\mid\theta \in \Theta\}$, one can show that under some regularity conditions, the following approximation is valid \operatorname{KL}(p_\theta\...
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### Interpolation inequality related to the 5/3-Laplace operator

I'm having trouble with an estimate that would be helpful in information geometry. The background is the following. Suppose we have a smooth positive function $g:X \to \mathbb{R}^+$ where $X$ is a ...
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### Reviews of Probability in High Dimension not by Van Handel

I'm completely in love with Ramon van Handel's lecture notes Probability in High Dimension and I would like to find more learning resources. Lecture notes or reviews would be ideal as anything in this ...
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Disclaimer: Please excuse my loose language. I'm neither an expert in geometry nor probability. Please ask for clarification if something appears unclear or awkward to you. Let $X$ be a topological ...