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In Riemannian geometry geodesics are integral curves of the Riemannian distance gradient. We extend this classical result to the framework of Information Geometry. In particular, we prove that the rays of level-sets defined by a pseudo-distance are generated by the sum of two tangent vectors. By relying on these vectors, we propose a novel definition of a canonical divergence and its dual function. We prove that the new divergence allows to recover a given dual structure $(mathrm{g}, abla, abla^*)$ of {a dually convex set on} a smooth manifold $mathrm{M}$. Additionally, we show that this divergence coincides with the canonical divergence proposed by Ay and Amari in the case of: (a) self-duality, (b) dual flatness, (c) statistical geometric analogue of the concept of symmetric spaces in Riemannian geometry. For a dually convex set, the case (c) leads to a further comparison of the new divergence with the one introduced by Henmi and Kobayashi.
A recently introduced canonical divergence $mathcal{D}$ for a dual structure $(mathrm{g}, abla, abla^*)$ is discussed in connection to other divergence functions. Finally, open problems concerning symmetry properties are outlined.
Information divergences are commonly used to measure the dissimilarity of two elements on a statistical manifold. Differentiable manifolds endowed with different divergences may possess different geometric properties, which can result in totally diff
We show that a Frobenius sturcture is equivalent to a dually flat sturcture in information geometry. We define a multiplication structure on the tangent spaces of statistical manifolds, which we call the statistical product. We also define a scalar q
We prove the correspondence between the information geometry of a signal filter and a Kahler manifold. The information geometry of a minimum-phase linear system with a finite complex cepstrum norm is a Kahler manifold. The square of the complex cepst
A new canonical divergence is put forward for generalizing an information-geometric measure of complexity for both, classical and quantum systems. On the simplex of probability measures it is proved that the new divergence coincides with the Kullback