Information Geometry and Its Applications: an Overview
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Combinatorial and Discrete Problems in Convex Geometry
COMBINATORIAL AND DISCRETE PROBLEMS IN CONVEX GEOMETRY A dissertation submitted to Kent State University in partial fulfillment of the requirements for the degree of Doctor of Philosophy by Matthew R. Alexander September, 2017 Dissertation written by Matthew R. Alexander B.S., Youngstown State University, 2011 M.A., Kent State University, 2013 Ph.D., Kent State University, 2017 Approved by Dr. Artem Zvavitch , Co-Chair, Doctoral Dissertation Committee Dr. Matthieu Fradelizi , Co-Chair Dr. Dmitry Ryabogin , Members, Doctoral Dissertation Committee Dr. Fedor Nazarov Dr. Feodor F. Dragan Dr. Jonathan Maletic Accepted by Dr. Andrew Tonge , Chair, Department of Mathematical Sciences Dr. James L. Blank , Dean, College of Arts and Sciences TABLE OF CONTENTS LIST OF FIGURES . vi ACKNOWLEDGEMENTS ........................................ vii NOTATION ................................................. viii I Introduction 1 1 This Thesis . .2 2 Preliminaries . .4 2.1 Convex Geometry . .4 2.2 Basic functions and their properties . .5 2.3 Classical theorems . .6 2.4 Polarity . .8 2.5 Volume Product . .8 II The Discrete Slicing Problem 11 3 The Geometry of Numbers . 12 3.1 Introduction . 12 3.2 Lattices . 12 3.3 Minkowski's Theorems . 14 3.4 The Ehrhart Polynomial . 15 4 Geometric Tomography . 17 4.1 Introduction . 17 iii 4.2 Projections of sets . 18 4.3 Sections of sets . 19 4.4 The Isomorphic Busemann-Petty Problem . 20 5 The Discrete Slicing Problem . 22 5.1 Introduction . 22 5.2 Solution in Z2 ............................................. 23 5.3 Approach via Discrete F. John Theorem . 23 5.4 Solution using known inequalities . 26 5.5 Solution for Unconditional Bodies . 27 5.6 Discrete Brunn's Theorem . -
Introduction to Information Geometry – Based on the Book “Methods of Information Geometry ”Written by Shun-Ichi Amari and Hiroshi Nagaoka
Introduction to Information Geometry – based on the book “Methods of Information Geometry ”written by Shun-Ichi Amari and Hiroshi Nagaoka Yunshu Liu 2012-02-17 Introduction to differential geometry Geometric structure of statistical models and statistical inference Outline 1 Introduction to differential geometry Manifold and Submanifold Tangent vector, Tangent space and Vector field Riemannian metric and Affine connection Flatness and autoparallel 2 Geometric structure of statistical models and statistical inference The Fisher metric and α-connection Exponential family Divergence and Geometric statistical inference Yunshu Liu (ASPITRG) Introduction to Information Geometry 2 / 79 Introduction to differential geometry Geometric structure of statistical models and statistical inference Part I Introduction to differential geometry Yunshu Liu (ASPITRG) Introduction to Information Geometry 3 / 79 Introduction to differential geometry Geometric structure of statistical models and statistical inference Basic concepts in differential geometry Basic concepts Manifold and Submanifold Tangent vector, Tangent space and Vector field Riemannian metric and Affine connection Flatness and autoparallel Yunshu Liu (ASPITRG) Introduction to Information Geometry 4 / 79 Introduction to differential geometry Geometric structure of statistical models and statistical inference Manifold Manifold S n Manifold: a set with a coordinate system, a one-to-one mapping from S to R , n supposed to be ”locally” looks like an open subset of R ” n Elements of the set(points): points in R , probability distribution, linear system. Figure : A coordinate system ξ for a manifold S Yunshu Liu (ASPITRG) Introduction to Information Geometry 5 / 79 Introduction to differential geometry Geometric structure of statistical models and statistical inference Manifold Manifold S Definition: Let S be a set, if there exists a set of coordinate systems A for S which satisfies the condition (1) and (2) below, we call S an n-dimensional C1 differentiable manifold. -
Arxiv:1907.11122V2 [Math-Ph] 23 Aug 2019 on M Which Are Dual with Respect to G
Canonical divergence for flat α-connections: Classical and Quantum Domenico Felice1, ∗ and Nihat Ay2, y 1Max Planck Institute for Mathematics in the Sciences Inselstrasse 22{04103 Leipzig, Germany 2 Max Planck Institute for Mathematics in the Sciences Inselstrasse 22{04103 Leipzig, Germany Santa Fe Institute, 1399 Hyde Park Rd, Santa Fe, NM 87501, USA Faculty of Mathematics and Computer Science, University of Leipzig, PF 100920, 04009 Leipzig, Germany A recent canonical divergence, which is introduced on a smooth manifold M endowed with a general dualistic structure (g; r; r∗), is considered for flat α-connections. In the classical setting, we compute such a canonical divergence on the manifold of positive measures and prove that it coincides with the classical α-divergence. In the quantum framework, the recent canonical divergence is evaluated for the quantum α-connections on the manifold of all positive definite Hermitian operators. Also in this case we obtain that the recent canonical divergence is the quantum α-divergence. PACS numbers: Classical differential geometry (02.40.Hw), Riemannian geometries (02.40.Ky), Quantum Information (03.67.-a). I. INTRODUCTION Methods of Information Geometry (IG) [1] are ubiquitous in physical sciences and encom- pass both classical and quantum systems [2]. The natural object of study in IG is a quadruple (M; g; r; r∗) given by a smooth manifold M, a Riemannian metric g and a pair of affine connections arXiv:1907.11122v2 [math-ph] 23 Aug 2019 on M which are dual with respect to g, ∗ X g (Y; Z) = g (rX Y; Z) + g (Y; rX Z) ; (1) for all sections X; Y; Z 2 T (M). -
Information Geometry of Orthogonal Initializations and Training
Published as a conference paper at ICLR 2020 INFORMATION GEOMETRY OF ORTHOGONAL INITIALIZATIONS AND TRAINING Piotr Aleksander Sokół and Il Memming Park Department of Neurobiology and Behavior Departments of Applied Mathematics and Statistics, and Electrical and Computer Engineering Institutes for Advanced Computing Science and AI-driven Discovery and Innovation Stony Brook University, Stony Brook, NY 11733 {memming.park, piotr.sokol}@stonybrook.edu ABSTRACT Recently mean field theory has been successfully used to analyze properties of wide, random neural networks. It gave rise to a prescriptive theory for initializing feed-forward neural networks with orthogonal weights, which ensures that both the forward propagated activations and the backpropagated gradients are near `2 isome- tries and as a consequence training is orders of magnitude faster. Despite strong empirical performance, the mechanisms by which critical initializations confer an advantage in the optimization of deep neural networks are poorly understood. Here we show a novel connection between the maximum curvature of the optimization landscape (gradient smoothness) as measured by the Fisher information matrix (FIM) and the spectral radius of the input-output Jacobian, which partially explains why more isometric networks can train much faster. Furthermore, given that or- thogonal weights are necessary to ensure that gradient norms are approximately preserved at initialization, we experimentally investigate the benefits of maintaining orthogonality throughout training, and we conclude that manifold optimization of weights performs well regardless of the smoothness of the gradients. Moreover, we observe a surprising yet robust behavior of highly isometric initializations — even though such networks have a lower FIM condition number at initialization, and therefore by analogy to convex functions should be easier to optimize, experimen- tally they prove to be much harder to train with stochastic gradient descent. -
Information Geometry and Optimal Transport
Call for Papers Special Issue Affine Differential Geometry and Hesse Geometry: A Tribute and Memorial to Jean-Louis Koszul Submission Deadline: 30th November 2019 Jean-Louis Koszul (January 3, 1921 – January 12, 2018) was a French mathematician with prominent influence to a wide range of mathematical fields. He was a second generation member of Bourbaki, with several notions in geometry and algebra named after him. He made a great contribution to the fundamental theory of Differential Geometry, which is foundation of Information Geometry. The special issue is dedicated to Koszul for the mathematics he developed that bear on information sciences. Both original contributions and review articles are solicited. Topics include but are not limited to: Affine differential geometry over statistical manifolds Hessian and Kahler geometry Divergence geometry Convex geometry and analysis Differential geometry over homogeneous and symmetric spaces Jordan algebras and graded Lie algebras Pre-Lie algebras and their cohomology Geometric mechanics and Thermodynamics over homogeneous spaces Guest Editor Hideyuki Ishi (Graduate School of Mathematics, Nagoya University) e-mail: [email protected] Submit at www.editorialmanager.com/inge Please select 'S.I.: Affine differential geometry and Hessian geometry Jean-Louis Koszul (Memorial/Koszul)' Photo Author: Konrad Jacobs. Source: Archives of the Mathema�sches Forschungsins�tut Oberwolfach Editor-in-Chief Shinto Eguchi (Tokyo) Special Issue Co-Editors Information Geometry and Optimal Transport Nihat -
Research Statement
RESEARCH STATEMENT SERGII MYROSHNYCHENKO Contents 1. Introduction 1 2. Nakajima-S¨ussconjecture and its functional generalization 2 3. Visual recognition of convex bodies 4 4. Intrinsic volumes of ellipsoids and the moment problem 6 5. Questions of geometric inequalities 7 6. Analytic permutation testing 9 7. Current work and future plans 10 References 12 1. Introduction My research interests lie mainly in Convex and Discrete Geometry with applications of Probability Theory and Harmonic Analysis to these areas. Convex geometry is a branch of mathematics that works with compact convex sets of non-empty interior in Euclidean spaces called convex bodies. The simple notion of convexity provides a very rich structure for the bodies that can lead to surprisingly simple and elegant results (for instance, [Ba]). A lot of progress in this area has been made by many leading mathematicians, and the outgoing work keeps providing fruitful and extremely interesting new results, problems, and applications. Moreover, convex geometry often deals with tasks that are closely related to data analysis, theory of optimizations, and computer science (some of which are mentioned below, also see [V]). In particular, I have been interested in the questions of Geometric Tomography ([Ga]), which is the area of mathematics dealing with different ways of retrieval of information about geometric objects from data about their different types of projections, sections, or both. Many long-standing problems related to this topic are quite intuitive and easy to formulate, however, the answers in many cases remain unknown. Also, this field of study is of particular interest, since it has many curious applications that include X-ray procedures, computer vision, scanning tasks, 3D printing, Cryo-EM imaging processes etc. -
15 BASIC PROPERTIES of CONVEX POLYTOPES Martin Henk, J¨Urgenrichter-Gebert, and G¨Unterm
15 BASIC PROPERTIES OF CONVEX POLYTOPES Martin Henk, J¨urgenRichter-Gebert, and G¨unterM. Ziegler INTRODUCTION Convex polytopes are fundamental geometric objects that have been investigated since antiquity. The beauty of their theory is nowadays complemented by their im- portance for many other mathematical subjects, ranging from integration theory, algebraic topology, and algebraic geometry to linear and combinatorial optimiza- tion. In this chapter we try to give a short introduction, provide a sketch of \what polytopes look like" and \how they behave," with many explicit examples, and briefly state some main results (where further details are given in subsequent chap- ters of this Handbook). We concentrate on two main topics: • Combinatorial properties: faces (vertices, edges, . , facets) of polytopes and their relations, with special treatments of the classes of low-dimensional poly- topes and of polytopes \with few vertices;" • Geometric properties: volume and surface area, mixed volumes, and quer- massintegrals, including explicit formulas for the cases of the regular simplices, cubes, and cross-polytopes. We refer to Gr¨unbaum [Gr¨u67]for a comprehensive view of polytope theory, and to Ziegler [Zie95] respectively to Gruber [Gru07] and Schneider [Sch14] for detailed treatments of the combinatorial and of the convex geometric aspects of polytope theory. 15.1 COMBINATORIAL STRUCTURE GLOSSARY d V-polytope: The convex hull of a finite set X = fx1; : : : ; xng of points in R , n n X i X P = conv(X) := λix λ1; : : : ; λn ≥ 0; λi = 1 : i=1 i=1 H-polytope: The solution set of a finite system of linear inequalities, d T P = P (A; b) := x 2 R j ai x ≤ bi for 1 ≤ i ≤ m ; with the extra condition that the set of solutions is bounded, that is, such that m×d there is a constant N such that jjxjj ≤ N holds for all x 2 P . -
Information Geometry (Part 1)
October 22, 2010 Information Geometry (Part 1) John Baez Information geometry is the study of 'statistical manifolds', which are spaces where each point is a hypothesis about some state of affairs. In statistics a hypothesis amounts to a probability distribution, but we'll also be looking at the quantum version of a probability distribution, which is called a 'mixed state'. Every statistical manifold comes with a way of measuring distances and angles, called the Fisher information metric. In the first seven articles in this series, I'll try to figure out what this metric really means. The formula for it is simple enough, but when I first saw it, it seemed quite mysterious. A good place to start is this interesting paper: • Gavin E. Crooks, Measuring thermodynamic length. which was pointed out by John Furey in a discussion about entropy and uncertainty. The idea here should work for either classical or quantum statistical mechanics. The paper describes the classical version, so just for a change of pace let me describe the quantum version. First a lightning review of quantum statistical mechanics. Suppose you have a quantum system with some Hilbert space. When you know as much as possible about your system, then you describe it by a unit vector in this Hilbert space, and you say your system is in a pure state. Sometimes people just call a pure state a 'state'. But that can be confusing, because in statistical mechanics you also need more general 'mixed states' where you don't know as much as possible. A mixed state is described by a density matrix, meaning a positive operator with trace equal to 1: tr( ) = 1 The idea is that any observable is described by a self-adjoint operator A, and the expected value of this observable in the mixed state is A = tr( A) The entropy of a mixed state is defined by S( ) = −tr( ln ) where we take the logarithm of the density matrix just by taking the log of each of its eigenvalues, while keeping the same eigenvectors. -
Convex Geometric Connections to Information Theory
CONVEX GEOMETRIC CONNECTIONS TO INFORMATION THEORY by Justin Jenkinson Submitted in partial fulfillment of the requirements For the degree of Doctor of Philosophy Department of Mathematics CASE WESTERN RESERVE UNIVERSITY May, 2013 CASE WESTERN RESERVE UNIVERSITY School of Graduate Studies We hereby approve the dissertation of Justin Jenkinson, candi- date for the the degree of Doctor of Philosophy. Signed: Stanislaw Szarek Co-Chair of the Committee Elisabeth Werner Co-Chair of the Committee Elizabeth Meckes Kenneth Kowalski Date: April 4, 2013 *We also certify that written approval has been obtained for any proprietary material contained therein. c Copyright by Justin Jenkinson 2013 TABLE OF CONTENTS List of Figures . .v Acknowledgments . vi Abstract . vii Introduction . .1 CHAPTER PAGE 1 Relative Entropy of Convex Bodies . .6 1.1 Notation . .7 1.2 Background . 10 1.2.1 Affine Invariants . 11 1.2.2 Associated Bodies . 13 1.2.3 Entropy . 15 1.3 Mean Width Bodies . 16 1.4 Relative Entropies of Cone Measures and Affine Surface Areas . 24 1.5 Proof of Theorem 1.4.1 . 30 2 Geometry of Quantum States . 37 2.1 Preliminaries from Convex Geometry . 39 2.2 Summary of Volumetric Estimates for Sets of States . 44 2.3 Geometric Measures of Entanglement . 51 2.4 Ranges of Various Entanglement Measures and the role of the Di- mension . 56 2.5 Levy's Lemma and its Applications to p-Schatten Norms . 60 2.6 Concentration for the Support Functions of PPT and S ...... 64 2.7 Geometric Banach-Mazur Distance between PPT and S ...... 66 2.8 Hausdorff Distance between PPT and S in p-Schatten Metrics . -
Information Geometry: Near Randomness and Near Independence
Khadiga Arwini and C.T.J. Dodson Information Geometry: Near Randomness and Near Independence Lecture Notes in Mathematics 1953 Springer Preface The main motivation for this book lies in the breadth of applications in which a statistical model is used to represent small departures from, for example, a Poisson process. Our approach uses information geometry to provide a com- mon context but we need only rather elementary material from differential geometry, information theory and mathematical statistics. Introductory sec- tions serve together to help those interested from the applications side in making use of our methods and results. We have available Mathematica note- books to perform many of the computations for those who wish to pursue their own calculations or developments. Some 44 years ago, the second author first encountered, at about the same time, differential geometry via relativity from Weyl's book [209] during un- dergraduate studies and information theory from Tribus [200, 201] via spatial statistical processes while working on research projects at Wiggins Teape Re- search and Development Ltd|cf. the Foreword in [196] and [170, 47, 58]. Hav- ing started work there as a student laboratory assistant in 1959, this research environment engendered a recognition of the importance of international col- laboration, and a lifelong research interest in randomness and near-Poisson statistical geometric processes, persisting at various rates through a career mainly involved with global differential geometry. From correspondence in the 1960s with Gabriel Kron [4, 124, 125] on his Diakoptics, and with Kazuo Kondo who influenced the post-war Japanese schools of differential geometry and supervised Shun-ichi Amari's doctorate [6], it was clear that both had a much wider remit than traditionally pursued elsewhere. -
Statistical Manifold, Exponential Family, Autoparallel Submanifold
Global Journal of Advanced Research on Classical and Modern Geometries ISSN: 2284-5569, Vol.8, (2019), Issue 1, pp.18-25 SUBMANIFOLDS OF EXPONENTIAL FAMILIES MAHESH T. V. AND K.S. SUBRAHAMANIAN MOOSATH ABSTRACT . Exponential family with 1 - connection plays an important role in information geom- ± etry. Amari proved that a submanifold M of an exponential family S is exponential if and only if M is a 1- autoparallel submanifold. We show that if all 1- auto parallel proper submanifolds of ∇ ∇ a 1 flat statistical manifold S are exponential then S is an exponential family. Also shown that ± − the submanifold of a parameterized model S which is an exponential family is a 1 - autoparallel ∇ submanifold. Keywords: statistical manifold, exponential family, autoparallel submanifold. 2010 MSC: 53A15 1. I NTRODUCTION Information geometry emerged from the geometric study of a statistical model of probability distributions. The information geometric tools are widely applied to various fields such as statis- tics, information theory, stochastic processes, neural networks, statistical physics, neuroscience etc.[3][7]. The importance of the differential geometric approach to the field of statistics was first noticed by C R Rao [6]. On a statistical model of probability distributions he introduced a Riemannian metric defined by the Fisher information known as the Fisher information metric. Another milestone in this area is the work of Amari [1][2][5]. He introduced the α - geometric structures on a statistical manifold consisting of Fisher information metric and the α - con- nections. Harsha and Moosath [4] introduced more generalized geometric structures± called the (F, G) geometry on a statistical manifold which is a generalization of α geometry. -
Convex and Combinatorial Geometry Fest
Convex and Combinatorial Geometry Fest Abhinav Kumar (MIT), Daniel Pellicer (Universidad Nacional Autonoma de Mexico), Konrad Swanepoel (London School of Economics and Political Science), Asia Ivi´cWeiss (York University) February 13–February 15 2015 Karoly Bezdek and Egon Schulte are two geometers who have made important and numerous contribu- tions to Discrete Geometry. Both have trained many young mathematicians and have actively encouraged the development of the area by professors of various countries. Karoly Bezdek studied the illumination problem among many other problems about packing and covering of convex bodies. More recently he has also contributed to the theory of packing of equal balls in three-space and to the study of billiards, both of which are important for physicists. He has contributed two monographs [1, 2] in Discrete Geometry. Egon Schulte, together with Ludwig Danzer, initiated the study on abstract polytopes as a way to enclose in the same theory objects with combinatorial properties resembling those of convex polytopes. An important cornerstone on this topic is his monograph with Peter McMullen [11]. In the latest years he explored the link between abstract polytopes and crystallography. In this Workshop, which is a continuation of the preceding five-day one, we explored the ways in which the areas of abstract polytopes and discrete convex geometry has been influenced by the work of the two researchers. The last three decades have witnessed the revival of interest in these subjects and great progress has been made on many fundamental problems. 1 Abstract polytopes 1.1 Highly symmetric combinatorial structures in 3-space Asia Ivic´ Weiss kicked off the workshop, discussing joint work with Daniel Pellicer [15] on the combinatorial structure of Schulte’s chiral polyhedra.