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We review the information geometry of linear systems and its application to Bayesian inference, and the simplification available in the Kahler manifold case. We find conditions for the information geometry of linear systems to be Kahler, and the relation of the Kahler potential to information geometric quantities such as $alpha $-divergence, information distance and the dual $alpha $-connection structure. The Kahler structure simplifies the calculation of the metric tensor, connection, Ricci tensor and scalar curvature, and the $alpha $-generalization of the geometric objects. The Laplace--Beltrami operator is also simplified in the Kahler geometry. One of the goals in information geometry is the construction of Bayesian priors outperforming the Jeffreys prior, which we use to demonstrate the utility of the Kahler structure.
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
In this paper, we consider a natural map from the Kahler cone to the balanced cone of a Kahler manifold. We study its injectivity and surjecticity. We also give an analytic characterization theorem on a nef class being Kahler.
We generalize Kahler information manifolds of complex-valued signal processing filters by introducing weighted Hardy spaces and generic composite functions of transfer functions. We prove that the Riemannian geometry induced from weighted Hardy norms
For a compact Lie group G we define a regularized version of the Dolbeault cohomology of a G-equivariant holomorphic vector bundles over non-compact Kahler manifolds. The new cohomology is infinite-dimensional, but as a representation of G it decompo
Many inference problems, notably the stochastic block model (SBM) that generates a random graph with a hidden community structure, undergo phase transitions as a function of the signal-to-noise ratio, and can exhibit hard phases in which optimal infe