paper

Information Geometric Complexity of Entropic Motion on Curved Statistical Manifolds under Different Metrizations of Probability Spaces

arXiv:1903.11190 · doi:10.1142/S0219887819500828

Abstract

We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian geometric properties and entropic dynamical features of a Gaussian probability space where the two distinct dissimilarity measures between probability distributions are the Fisher-Rao information metric and the alpha-order entropy metric. In the former case, we observe an asymptotic linear temporal growth of the information geometric entropy (IGE) together with a fast convergence to the final state of the system. In the latter case, instead, we note an asymptotic logarithmic temporal growth of the IGE together with a slow convergence to the final state of the system. Finally, motivated by our findings, we provide some insights on a tradeoff between complexity and speed of convergence to the final state in our information geometric approach to problems of entropic inference.

27 pages, 1 figure, 1 table

References in corpus (7)

Information Geometric Complexity of Entropic Motion on Curved Statistical Manifolds under Different Metrizations of Probability Spaces · wovepaper