Beyond scalar quasi-arithmetic means: Quasi-arithmetic averages and quasi-arithmetic mixtures in information geometry

We generalize quasi-arithmetic means beyond scalars by considering the gradient map of a Legendre type real-valued function. The gradient map of a Legendre type function is proven strictly comonotone with a global inverse. It thus yields a generalization of strictly mononotone and differentiable functions generating scalar quasi-arithmetic means. Furthermore, the Legendre transformation gives rise to pairs of dual quasi-arithmetic averages via the convex duality. We study the invariance and equivariance properties under affine transformations of quasi-arithmetic averages via the lens of dually flat spaces of information geometry. We show how these quasi-arithmetic averages are used to express points on dual geodesics and sided barycenters in the dual affine coordinate systems. We then consider quasi-arithmetic mixtures and describe several parametric and non-parametric statistical models which are closed under the quasi-arithmetic mixture operation.Comment: 20 page

The Information Geometry of Sparse Goodness-of-Fit Testing

This paper takes an information-geometric approach to the challenging issue of goodness-of-fit testing in the high dimensional, low sample size context where—potentially—boundary effects dominate. The main contributions of this paper are threefold: first, we present and prove two new theorems on the behaviour of commonly used test statistics in this context; second, we investigate—in the novel environment of the extended multinomial model—the links between information geometry-based divergences and standard goodness-of-fit statistics, allowing us to formalise relationships which have been missing in the literature; finally, we use simulation studies to validate and illustrate our theoretical results and to explore currently open research questions about the way that discretisation effects can dominate sampling distributions near the boundary. Novelly accommodating these discretisation effects contrasts sharply with the essentially continuous approach of skewness and other corrections flowing from standard higher-order asymptotic analysis

A numerical approximation method for the Fisher-Rao distance between multivariate normal distributions

We present a simple method to approximate Rao's distance between multivariate normal distributions based on discretizing curves joining normal distributions and approximating Rao's distances between successive nearby normal distributions on the curves by the square root of Jeffreys divergence, the symmetrized Kullback-Leibler divergence. We consider experimentally the linear interpolation curves in the ordinary, natural and expectation parameterizations of the normal distributions, and compare these curves with a curve derived from the Calvo and Oller's isometric embedding of the Fisher-Rao $d$-variate normal manifold into the cone of $(d+1)\times (d+1)$ symmetric positive-definite matrices [Journal of multivariate analysis 35.2 (1990): 223-242]. We report on our experiments and assess the quality of our approximation technique by comparing the numerical approximations with both lower and upper bounds. Finally, we present several information-geometric properties of the Calvo and Oller's isometric embedding.Comment: 46 pages, 19 figures, 3 table

The Hidden Geometry of Particle Collisions

We establish that many fundamental concepts and techniques in quantum field theory and collider physics can be naturally understood and unified through a simple new geometric language. The idea is to equip the space of collider events with a metric, from which other geometric objects can be rigorously defined. Our analysis is based on the energy mover's distance, which quantifies the "work" required to rearrange one event into another. This metric, which operates purely at the level of observable energy flow information, allows for a clarified definition of infrared and collinear safety and related concepts. A number of well-known collider observables can be exactly cast as the minimum distance between an event and various manifolds in this space. Jet definitions, such as exclusive cone and sequential recombination algorithms, can be directly derived by finding the closest few-particle approximation to the event. Several area- and constituent-based pileup mitigation strategies are naturally expressed in this formalism as well. Finally, we lift our reasoning to develop a precise distance between theories, which are treated as collections of events weighted by cross sections. In all of these various cases, a better understanding of existing methods in our geometric language suggests interesting new ideas and generalizations.Comment: 56 pages, 11 figures, 5 tables; v2: minor changes and updated references; v3: updated to match JHEP versio