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Entropy2016,18, 386 1. Introduction ThisMDPIEntropySpecial Issueon“DifferentialGeometrical Theoryof Statistics” collects a limitednumberofselected invitedandcontributedtalkspresentedduringtheGSI’15conferenceon “GeometricScienceof Information” inOctober2015. Thispaper isanextendedversionof thepaper [3] “Symplectic Structure of InformationGeometry: FisherMetric andEuler-PoincarĂ©Equation of SouriauLie GroupThermodynamics”publishedinGSI’15Proceedings.AtGSI’15conference,aspecial sessionwas organizedon“liegroupsandgeometricmechanics/thermodynamics”,dedicatedtoJean-MarieSouriau’s works instatisticalphysics,organizedbyGerydeSaxcĂ©andFrĂ©dĂ©ricBarbaresco,andaninvitedtalk on“ActionsofLiegroupsandLiealgebrasonsymplectic andPoissonmanifolds.Application toLagrangian andHamiltoniansystems”byCharles-MichelMarle,addressing“Souriau’s thermodynamicsofLiegroups”. Inhonorof Jean-MarieSouriau,whodied in2012andClaudeVallĂ©e [4–6],whopassedawayin2015, thisSpecial IssuewillpublishthreepapersonSouriau’s thermodynamics:Marle’spaperon“FromTools inSymplectic andPoissonGeometry toSouriau’sTheories ofStatisticalMechanicsandThermodynamics” [7], deSaxcé’spaperon“LinkbetweenLieGroupStatisticalMechanicsandThermodynamicsofContinua”[8]and thispublicationbyBarbaresco. Thispaperalsoproposesnewdevelopments, comparedtopaper [9] whererelationsbetweenSouriauandKoszulmodelshavebeen initiated. Thispaper, similar tothegoalof thepapersofMarleanddeSaxcĂ© inthisSpecial Issue, is intended tohonorthememoryoftheFrenchPhysicist Jean-MarieSouriauandtopopularizehisworks,currently littleknown,onstatisticalphysicsandthermodynamics. Souriau iswellknownforhisseminaland major contributions ingeometricmechanics, thedisciplinehe created in the 1960s, fromprevious Lagrange’sworksthatheconceptualizedintheframeworkofsymplecticgeometry,butveryfewpeople knoworhaveexploitedSouriau’sworkscontainedinChapter IVofhisbook“Structuredes systĂšmes dynamiques”publishedin1970[10]andonly translated intoEnglish in1995 in thebook“Structureof DynamicalSystems:ASymplecticViewofPhysics” [11], inwhichheappliedthe formalismofgeometric mechanics tostatisticalphysics. Thepersonalauthor’s contribution is toplace theworkofSouriau in thebroader context of the emerging“Geometric Science of Information” [12] (addressed inGSI’15 conference), forwhich theauthorwill showthat theSouriaumodelof statisticalphysics isparticularly welladaptedtogeneralize“informationgeometry”, that theauthor illustrates forexponentialdensities family andmultivariate gaussian densities. The authorwill observe that the Riemannianmetric introducedbySouriau isageneralizationofFishermetric,used in“informationgeometry”, asbeing identiïŹedto thehessianof the logarithmof thegeneralizedpartition function(Massieucharacteristic function), for the case of densities on homogeneous manifolds where a non-abelian group acts transively. For a groupof time translation,we recover the classical thermodynamics and for the Euclidean space,we recover the classical Fishermetric used in Statistics. The author elaborates a newEuler-PoincarĂ© equation for Souriau’s thermodynamics, action on “geometric heat” variable Q (element of dual Lie algebra), and parameterized by “geometric temperature” (element of Lie algebra). Theauthorwill integrateSouriau thermodynamics inavariationalmodelbydeïŹningan extendedCartan-PoincarĂ© integral invariantdeïŹnedbySouriau“geometriccharacteristic function” (the logarithmof thegeneralizedSouriaupartition functionparameterizedbygeometric temperature). These results are illustrated for multivariate Gaussian densities, where the associated group is identiïŹedtocomputeaSouriaumomentmapandreducetheEuler-PoincarĂ©equationofgeodesics. In addition, the symplectic cocycle and Souriau-Fisher metric are deduced from a Lie group thermodynamicsmodel. Themaincontributionsof theauthor in thispaperare the following: ‱ TheSouriaumodelofLiegroup thermodynamics ispresentedwith standardnotationsofLie grouptheory, inplaceofSouriauequationsusing less classical conventions (thathave limited understandingofhisworkbyhiscontemporaries). ‱ Weprove thatSouriauRiemannianmetric introducedwithsymplectic cocycle isageneralization of Fisher metric (called Souriau-Fisher metric in the following) that preserves the property 50
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Differential Geometrical Theory of Statistics
Titel
Differential Geometrical Theory of Statistics
Autoren
Frédéric Barbaresco
Frank Nielsen
Herausgeber
MDPI
Ort
Basel
Datum
2017
Sprache
englisch
Lizenz
CC BY-NC-ND 4.0
ISBN
978-3-03842-425-3
Abmessungen
17.0 x 24.4 cm
Seiten
476
Schlagwörter
Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
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Differential Geometrical Theory of Statistics