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In the paper, we characterize local estimates from multiple distributed sensors as posterior probability densities, which are assumed to belong to a common parametric family. Adopting the information-geometric viewpoint, we consider such family as a Riemannian manifold endowed with the Fisher metric, and then formulate the fused density as an informative barycenter through minimizing the sum of its geodesic distances to all local posterior densities. Under the assumption of multivariate elliptical distribution (MED), two fusion methods are developed by using the minimal Manhattan distance instead of the geodesic distance on the manifold of MEDs, which both have the same mean estimation fusion, but different covariance estimation fusions. One obtains the fused covariance estimate by a robust fixed point iterative algorithm with theoretical convergence, and the other provides an explicit expression for the fused covariance estimate. At different heavy-tailed levels, the fusion results of two local estimates for a static target display that the two methods achieve a better approximate of the informative barycenter than some existing fusion methods. An application to distributed estimation fusion for dynamic systems with heavy-tailed process and observation noises is provided to demonstrate the performance of the two proposed fusion algorithms. [ABSTRACT FROM AUTHOR]

In regression analysis for deriving scaling laws that occur in various scientific disciplines, usually standard regression methods have been applied, of which ordinary least squares (OLS) is the most popular. In many situations, the assumptions underlying OLS are not fulfilled, and several other approaches have been proposed. However, most techniques address only part of the shortcomings of OLS. We here discuss a new and more general regression method, which we call geodesic least squares regression (GLS). The method is based on minimization of the Rao geodesic distance on a probabilistic manifold. For the case of a power law, we demonstrate the robustness of the method on synthetic data in the presence of significant uncertainty on both the data and the regression model. We then show good performance of the method in an application to a scaling law in magnetic confinement fusion.

This work reviews and extends a family of log-determinant (log-det) divergences for symmetric positive definite (SPD) matrices and discusses their fundamental properties. We show how to use parameterized Alpha-Beta (AB) and Gamma log-det divergences to generate many well-known divergences; in particular, we consider the Stein’s loss, the S-divergence, also called Jensen-Bregman LogDet (JBLD) divergence, Logdet Zero (Bhattacharyya) divergence, Affine Invariant Riemannian Metric (AIRM), and other divergences. Moreover, we establish links and correspondences between log-det divergences and visualise them on an alpha-beta plane for various sets of parameters. We use this unifying framework to interpret and extend existing similarity measures for semidefinite covariance matrices in finite-dimensional Reproducing Kernel Hilbert Spaces (RKHS). This paper also shows how the Alpha-Beta family of log-det divergences relates to the divergences of multivariate and multilinear normal distributions. Closed form formulas are derived for Gamma divergences of two multivariate Gaussian densities; the special cases of the Kullback-Leibler, Bhattacharyya, Rényi, and Cauchy-Schwartz divergences are discussed. Symmetrized versions of log-det divergences are also considered and briefly reviewed. Finally, a class of divergences is extended to multiway divergences for separable covariance (or precision) matrices.

Due to the scarcity of radio spectrum resources and the growing demand, the use of spectrum sensing technology to improve the utilization of spectrum resources has become a hot research topic. In order to improve the utilization of spectrum resources, this paper proposes a spectrum sensing method that combines information geometry and deep learning. Firstly, the covariance matrix of the sensing signal is projected onto the statistical manifold. Each sensing signal can be regarded as a point on the manifold. Then, the geodesic distance between the signals is perceived as its statistical characteristics. Finally, deep neural network is used to classify the dataset composed of the geodesic distance. Simulation experiments show that the proposed spectrum sensing method based on deep neural network and information geometry has better performance in terms of sensing precision.

The most widely used forms of model selection criteria, the Bayesian Information Criterion (BIC) and the Akaike Information Criterion (AIC), are expressed in terms of synthetic indicators of the residual distribution: the variance and the mean-squared error of the residuals respectively. In many applications in science, the noise affecting the data can be expected to have a Gaussian distribution. Therefore, at the same level of variance and mean-squared error, models, whose residuals are more uniformly distributed, should be favoured. The degree of uniformity of the residuals can be quantified by the Shannon entropy. Including the Shannon entropy in the BIC and AIC expressions improves significantly these criteria. The better performances have been demonstrated empirically with a series of simulations for various classes of functions and for different levels and statistics of the noise. In presence of outliers, a better treatment of the errors, using the Geodesic Distance, has proved essential.

Modern experiments in Magnetic Confinement Nuclear Fusion can produce Gigabytes of data, mainly in form of time series. The acquired signals, composing massive databases, are typically affected by significant levels of noise. The interpretation of the time series can therefore become quite involved, particularly when tenuous causal relations have to be investigated. In the last years, synchronization experiments, to control potentially dangerous instabilities, have become a subject of intensive research. Their interpretation requires quite delicate causality analysis. In this paper, the approach of Information Geometry is applied to the problem of assessing the effectiveness of synchronization experiments on JET (Joint European Torus). In particular, the use of the Geodesic Distance on Gaussian Manifolds is shown to improve the results of advanced techniques such as Recurrent Plots and Complex Networks, when the noise level is not negligible. In cases affected by particularly high levels of noise, compromising the traditional treatments, the use of the Geodesic Distance on Gaussian Manifolds allows deriving quite encouraging results. In addition to consolidating conclusions previously quite uncertain, it has been demonstrated that the proposed approach permit to successfully analyze signals of discharges which were otherwise unusable, therefore salvaging the interpretation of those experiments. [ABSTRACT FROM AUTHOR]

In this paper, firstly, manifold PD(n) consisting of all n × n symmetric positive-definite matrices is introduced based on matrix information geometry; Secondly, the geometrical structures of information submanifold of PD(n) are presented including metric, geodesic and geodesic distance; Thirdly, the information resolution with sensor networks is presented by three classical measurement models based on information submanifold; Finally, the bearing-only tracking by single sensor is introduced by the Fisher information matrix. The preliminary analysis results introduced in this paper indicate that information submanifold is able to offer consistent and more comprehensive means to understand and solve sensor network problems for targets resolution and tracking, which are not easily handled by some conventional analysis methods. [ABSTRACT FROM AUTHOR]

A new measure for the characterization of interconnected dynamical systems coupling is proposed. The method is based on the representation of time series as weighted cross-visibility networks. The weights are introduced as the metric distance between connected nodes. The structure of the networks, depending on the coupling strength, is quantified via the entropy of the weighted adjacency matrix. The method has been tested on several coupled model systems with different individual properties. The results show that the proposed measure is able to distinguish the degree of coupling of the studied dynamical systems. The original use of the geodesic distance on Gaussian manifolds as a metric distance, which is able to take into account the noise inherently superimposed on the experimental data, provides significantly better results in the calculation of the entropy, improving the reliability of the coupling estimates. The application to the interaction between the El Niño Southern Oscillation (ENSO) and the Indian Ocean Dipole and to the influence of ENSO on influenza pandemic occurrence illustrates the potential of the method for real-life problems.

In regression analysis for deriving scaling laws that occur in various scientific disciplines, usually standard regression methods have been applied, of which ordinary least squares (OLS) is the most popular. In many situations, the assumptions underlying OLS are not fulfilled, and several other approaches have been proposed. However, most techniques address only part of the shortcomings of OLS. We here discuss a new and more general regression method, which we call geodesic least squares regression (GLS). The method is based on minimization of the Rao geodesic distance on a probabilistic manifold. For the case of a power law, we demonstrate the robustness of the method on synthetic data in the presence of significant uncertainty on both the data and the regression model. We then show good performance of the method in an application to a scaling law in magnetic confinement fusion. [ABSTRACT FROM AUTHOR]

Secure user access to devices and datasets is widely enabled by fingerprint or face recognition. Organization of the necessarily large secure digital object datasets, with objects having content that may consist of images, text, video or audio, involves efficient classification and feature retrieval processing. This usually will require multidimensional methods applicable to data that is represented through a family of probability distributions. Then information geometry is an appropriate context in which to provide for such analytic work, whether with maximum likelihood fitted distributions or empirical frequency distributions. The important provision is of a natural geometric measure structure on families of probability distributions by representing them as Riemannian manifolds. Then the distributions are points lying in this geometrical manifold, different features can be identified and dissimilarities computed, so that neighbourhoods of objects nearby a given example object can be constructed. This can reveal clustering and projections onto smaller eigen-subspaces which can make comparisons easier to interpret. Geodesic distances can be used as a natural dissimilarity metric applied over data described by probability distributions. Exploring this property, we propose a new face recognition method which scores dissimilarities between face images by multiplying geodesic distance approximations between 3-variate RGB Gaussians representative of colour face images, and also obtaining joint probabilities. The experimental results show that this new method is more successful in recognition rates than published comparative state-of-the-art methods. [ABSTRACT FROM AUTHOR]

Bayesian methods have been rapidly developed due to the important role of explicable causality in practical problems. We develope geometric approaches to Bayesian inference of Pareto models, and give an application to the analysis of sea clutter. For Pareto two-parameter model, we show the non-existence of α-parallel prior in general, hence we adopt Jeffreys prior to deal with the Bayesian inference. Considering geodesic distance as the loss function, an estimation in the sense of minimal mean geodesic distance is obtained. Meanwhile, by involving Al-Bayyati's loss function we gain a new class of Bayesian estimations. In the simulation, for sea clutter, we adopt Pareto model to acquire various types of parameter estimations and the posterior prediction results. Simulation results show the advantages of the Bayesian estimations proposed and the posterior prediction. [ABSTRACT FROM AUTHOR]

Due to the scarcity of radio spectrum resources and the growing demand, the use of spectrum sensing technology to improve the utilization of spectrum resources has become a hot research topic. In order to improve the utilization of spectrum resources, this paper proposes a spectrum sensing method that combines information geometry and deep learning. Firstly, the covariance matrix of the sensing signal is projected onto the statistical manifold. Each sensing signal can be regarded as a point on the manifold. Then, the geodesic distance between the signals is perceived as its statistical characteristics. Finally, deep neural network is used to classify the dataset composed of the geodesic distance. Simulation experiments show that the proposed spectrum sensing method based on deep neural network and information geometry has better performance in terms of sensing precision. [ABSTRACT FROM AUTHOR]

The most widely used forms of model selection criteria, the Bayesian Information Criterion (BIC) and the Akaike Information Criterion (AIC), are expressed in terms of synthetic indicators of the residual distribution: the variance and the mean-squared error of the residuals respectively. In many applications in science, the noise affecting the data can be expected to have a Gaussian distribution. Therefore, at the same level of variance and mean-squared error, models, whose residuals are more uniformly distributed, should be favoured. The degree of uniformity of the residuals can be quantified by the Shannon entropy. Including the Shannon entropy in the BIC and AIC expressions improves significantly these criteria. The better performances have been demonstrated empirically with a series of simulations for various classes of functions and for different levels and statistics of the noise. In presence of outliers, a better treatment of the errors, using the Geodesic Distance, has proved essential. [ABSTRACT FROM AUTHOR]

A new measure for the characterization of interconnected dynamical systems coupling is proposed. The method is based on the representation of time series as weighted cross-visibility networks. The weights are introduced as the metric distance between connected nodes. The structure of the networks, depending on the coupling strength, is quantified via the entropy of the weighted adjacency matrix. The method has been tested on several coupled model systems with different individual properties. The results show that the proposed measure is able to distinguish the degree of coupling of the studied dynamical systems. The original use of the geodesic distance on Gaussian manifolds as a metric distance, which is able to take into account the noise inherently superimposed on the experimental data, provides significantly better results in the calculation of the entropy, improving the reliability of the coupling estimates. The application to the interaction between the El Niño Southern Oscillation (ENSO) and the Indian Ocean Dipole and to the influence of ENSO on influenza pandemic occurrence illustrates the potential of the method for real-life problems. [ABSTRACT FROM AUTHOR]

In this paper, the problem of clustering rotationally invariant shapes is studied and a solution using Information Geometry tools is provided. Landmarks of a complex shape are defined as probability densities in a statistical manifold. Then, in the setting of shapes clustering through a K-means algorithm, the discriminative power of two different shapes distances are evaluated. The first, derived from Fisher–Rao metric, is related with the minimization of information in the Fisher sense and the other is derived from the Wasserstein distance which measures the minimal transportation cost. A modification of the K-means algorithm is also proposed which allows the variances to vary not only among the landmarks but also among the clusters. [ABSTRACT FROM AUTHOR]