A categorical characterization of relative entropy on standard Borel spaces

We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere's category and we show convexity, lower semicontinuity and uniqueness.Comment: 16 page

Information-Geometric Indicators of Chaos in Gaussian Models on Statistical Manifolds of Negative Ricci Curvature

A new information-geometric approach to chaotic dynamics on curved statistical manifolds based on Entropic Dynamics (ED) is proposed. It is shown that the hyperbolicity of a non-maximally symmetric 6N-dimensional statistical manifold M_{s} underlying an ED Gaussian model describing an arbitrary system of 3N degrees of freedom leads to linear information-geometric entropy growth and to exponential divergence of the Jacobi vector field intensity, quantum and classical features of chaos respectively.Comment: 8 pages, final version accepted for publicatio

On choosing and bounding probability metrics

When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by statisticians and probabilists. We focus on these metrics because they are either well-known, commonly used, or admit practical bounding techniques. We summarize these relationships in a handy reference diagram, and also give examples to show how rates of convergence can depend on the metric chosen.Comment: To appear, International Statistical Review. Related work at http://www.math.hmc.edu/~su/papers.htm