Shun-Ichi Amari

Hiroshi Nagaoka

Daishi Harada

There has been much progress in the field of information geometry in recent years and yet there are few textbooks which reflect these developments, except for those which deal with statistics. Information geometry provides a new method applicable to various areas including information sciences and physical sciences. It has emerged from investigating the geometrical structures of the manifold of probability distributions, and has been applied successfully to statistical inference problems. However, it has been proved that information geometry opens a new paradigm useful for elucidation of information systems, intelligent systems, physical systems and mathematical systems.

内容詳細

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 many areas of applications, such as statistics, linear systems, information theory, quantum mechanics, convex analysis, neural networks, and affine differential geometry. The book can serve as a suitable text for a topics course for advanced undergraduates and graduate students.

出版社：Amer Mathematical Societyの検索結果

Methods of Information Geometry (Tanslations of Mathematical Monographs)