[图书][B] Information geometry

N Ay, J Jost, H Vân Lê, L Schwachhöfer - 2017 - Springer
Information geometry is the differential geometric treatment of statistical models. It thereby
provides the mathematical foundation of statistics. Information geometry therefore is of …

[图书][B] Information geometry and its applications

S Amari - 2016 - books.google.com
This is the first comprehensive book on information geometry, written by the founder of the
field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide …

An interpolating distance between optimal transport and Fisher–Rao metrics

L Chizat, G Peyré, B Schmitzer, FX Vialard - Foundations of Computational …, 2018 - Springer
This paper defines a new transport metric over the space of nonnegative measures. This
metric interpolates between the quadratic Wasserstein and the Fisher–Rao metrics and …

Hommage to Chentsov's theorem

A Fujiwara - Information Geometry, 2024 - Springer
Chentsov's theorem, which characterises Markov invariant Riemannian metric and affine
connections of manifolds of probability distributions on finite sample spaces, is undoubtedly …

Designing universal causal deep learning models: The geometric (hyper) transformer

B Acciaio, A Kratsios, G Pammer - Mathematical Finance, 2024 - Wiley Online Library
Several problems in stochastic analysis are defined through their geometry, and preserving
that geometric structure is essential to generating meaningful predictions. Nevertheless, how …

Rational inattention when decisions take time

B Hébert, M Woodford - Journal of Economic Theory, 2023 - Elsevier
Decisions take time, and the time taken to reach a decision is likely to be informative about
the cost of more precise judgments. We formalize this insight using a dynamic model of …

λ-Deformation: A Canonical Framework for Statistical Manifolds of Constant Curvature

J Zhang, TKL Wong - Entropy, 2022 - mdpi.com
This paper systematically presents the λ-deformation as the canonical framework of
deformation to the dually flat (Hessian) geometry, which has been well established in …

Quantum information geometry of driven CFTs

J de Boer, V Godet, J Kastikainen… - Journal of High Energy …, 2023 - Springer
A bstract Driven quantum systems exhibit a large variety of interesting and sometimes exotic
phenomena. Of particular interest are driven conformal field theories (CFTs) which describe …

Rational inattention and sequential information sampling

B Hébert, M Woodford - 2017 - nber.org
We propose a new principle for measuring the cost of information structures in rational
inattention problems, based on the cost of generating the information used to make a …

Uniqueness of the Fisher–Rao metric on the space of smooth densities

M Bauer, M Bruveris, PW Michor - Bulletin of the London …, 2016 - academic.oup.com
Uniqueness of the Fisher–Rao metric on the space of smooth densities | Bulletin of the London
Mathematical Society | Oxford Academic Skip to Main Content Advertisement Oxford Academic …