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The book gathers contributions from the fourth conference on Information Geometry and its Applications, which was held on June 12-17, 2016, at Liblice Castle, Czech Republic on the occasion of Shun-ichi Amari's 80th birthday and was organized by the Czech Academy of Sciences' Institute of Information Theory and Automation. The conference received valuable financial support from the Max Planck Institute for Mathematics in the Sciences (Information Theory of Cognitive Systems Group), Czech Academy of Sciences' Institute of Information Theory and Automation, and Universita degli Studi di Roma Tor Vergata. The aim of the conference was to highlight recent advances in the field of information geometry and to identify new research directions. To this end, the event brought together leading experts in the field who, in invited talks and poster sessions, discussed both theoretical work and achievements in the many fields of application in which information geometry plays an essential role.
The book provides a comprehensive introduction and a novel mathematical foundation of the field of information geometry with complete proofs and detailed background material on measure theory, Riemannian geometry and Banach space theory. Parametrised measure models are defined as fundamental geometric objects, which can be both finite or infinite dimensional. Based on these models, canonical tensor fields are introduced and further studied, including the Fisher metric and the Amari-Chentsov tensor, and embeddings of statistical manifolds are investigated. This novel foundation then leads to application highlights, such as generalizations and extensions of the classical uniqueness result of Chentsov or the Cramer-Rao inequality. Additionally, several new application fields of information geometry are highlighted, for instance hierarchical and graphical models, complexity theory, population genetics, or Markov Chain Monte Carlo. The book will be of interest to mathematicians who are interested in geometry, information theory, or the foundations of statistics, to statisticians as well as to scientists interested in the mathematical foundations of complex systems.
The book gathers contributions from the fourth conference on Information Geometry and its Applications, which was held on June 12-17, 2016, at Liblice Castle, Czech Republic on the occasion of Shun-ichi Amari's 80th birthday and was organized by the Czech Academy of Sciences' Institute of Information Theory and Automation. The conference received valuable financial support from the Max Planck Institute for Mathematics in the Sciences (Information Theory of Cognitive Systems Group), Czech Academy of Sciences' Institute of Information Theory and Automation, and Universita degli Studi di Roma Tor Vergata. The aim of the conference was to highlight recent advances in the field of information geometry and to identify new research directions. To this end, the event brought together leading experts in the field who, in invited talks and poster sessions, discussed both theoretical work and achievements in the many fields of application in which information geometry plays an essential role.
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