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Methods of Information Geometry
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Methods of Information Geometry

Methods of Information Geometry

Shun-ichi Amari, Hiroshi Nagaoka

206 pages, parution le 01/09/2000

Résumé

Information geometry provides the mathematical sciences with a new framework of analysis. It has emerged from the investigation of the natural differential geometric structure on manifolds of probability distributions, which consists of a Riemannian metric defined by the Fisher information and a one-parameter family of affine connections called the $\alpha$-connections. The duality between the $\alpha$-connection and the $(-\alpha)$-connection together with the metric play an essential role in this geometry. This kind of duality, having emerged from manifolds of probability distributions, is ubiquitous, appearing in a variety of problems which might have no explicit relation to probability theory. Through the duality, it is possible to analyze various fundamental problems in a unified perspective.

The first half of this book is devoted to a comprehensive introduction to the mathematical foundation of information geometry, including preliminaries from differential geometry, the geometry of manifolds or probability distributions, and the general theory of dual affine connections. The second half of the text provides an overview of wide areas of applications, such as statistics, linear systems, information theory, quantum mechanics, convex analysis, neural networks, and affine differential geometry. The book will serve as a suitable text for a topics course for advanced undergraduates and graduate students.

This volume is copublished by the AMS and Oxford University Press. The AMS has exclusive distribution rights in North America. AMS members in Europe may purchase the book from the AMS. Both the AMS and OUP have worldwide distribution rights.

Contents

  • Elementary differential geometry
  • The geometric structure of statistical models
  • Dual connections
  • Statistical inference and differential geometry
  • The geometry of time series and linear systems
  • Multiterminal information theory and statistical inference
  • Information geometry for quantum systems
  • Miscellaneous topics
  • Guide to the bibliography
  • Bibliography
  • Index

L'auteur - Shun-ichi Amari

Autres livres de Shun-ichi Amari

Caractéristiques techniques

  PAPIER
Éditeur(s) American Mathematical Society (AMS)
Auteur(s) Shun-ichi Amari, Hiroshi Nagaoka
Parution 01/09/2000
Nb. de pages 206
Format 18 x 26
Couverture Relié
Poids 595g
Intérieur Noir et Blanc
EAN13 9780821805312

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