Information Geometry and Its Applications: Convex Function and Dually Flat Manifold

  • Authors:
  • Shun-Ichi Amari

  • Affiliations:
  • RIKEN Brain Science Institute, Amari Research Unit for Mathematical Neuroscience,

  • Venue:
  • Emerging Trends in Visual Computing
  • Year:
  • 2009

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Abstract

Information geometry emerged from studies on invariant properties of a manifold of probability distributions. It includes convex analysis and its duality as a special but important part. Here, we begin with a convex function, and construct a dually flat manifold. The manifold possesses a Riemannian metric, two types of geodesics, and a divergence function. The generalized Pythagorean theorem and dual projections theorem are derived therefrom. We construct alpha-geometry, extending this convex analysis. In this review, geometry of a manifold of probability distributions is then given, and a plenty of applications are touched upon. Appendix presents an easily understable introduction to differential geometry and its duality.