Methods of Information Geometry

Shun-ichi Amari

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Language: English

Published by American Mathematical Society, US, 2007

0821843028 / 9780821843024

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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.…

Seller Inventory # LU-9780821843024

Title
Methods of Information Geometry
Author
Shun-ichi Amari
Publisher
American Mathematical Society, US
Publication year
2007
Condition
New
Binding
Paperback
Language
English
ISBN 10
0821843028
ISBN 13
9780821843024
Item weight
391 grams

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