Fisher Information Metric
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Fisher Information Metric
In information geometry, the Fisher information metric is a particular Riemannian metric which can be defined on a smooth statistical manifold, ''i.e.'', a smooth manifold whose points are probability measures defined on a common probability space. It can be used to calculate the informational difference between measurements. The metric is interesting in several respects. By Chentsov’s theorem, the Fisher information metric on statistical models is the only Riemannian metric (up to rescaling) that is invariant under sufficient statistics. It can also be understood to be the infinitesimal form of the relative entropy (''i.e.'', the Kullback–Leibler divergence); specifically, it is the Hessian of the divergence. Alternately, it can be understood as the metric induced by the flat space Euclidean metric, after appropriate changes of variable. When extended to complex projective Hilbert space, it becomes the Fubini–Study metric; when written in terms of mixed states, it is the ...
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Information Geometry
Information geometry is an interdisciplinary field that applies the techniques of differential geometry to study probability theory and statistics. It studies statistical manifolds, which are Riemannian manifolds whose points correspond to probability distributions. Introduction Historically, information geometry can be traced back to the work of C. R. Rao, who was the first to treat the Fisher matrix as a Riemannian metric. The modern theory is largely due to Shun'ichi Amari, whose work has been greatly influential on the development of the field. Classically, information geometry considered a parametrized statistical model as a Riemannian manifold. For such models, there is a natural choice of Riemannian metric, known as the Fisher information metric. In the special case that the statistical model is an exponential family, it is possible to induce the statistical manifold with a Hessian metric (i.e a Riemannian metric given by the potential of a convex function). In thi ...
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Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random var ...
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Processing Industry
Process manufacturing is a branch of manufacturing that is associated with formulas and manufacturing recipes,Difference Between Discrete and Process Manufacturing
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and can be contrasted with , which is concerned with discrete units, bills of materials and the assembly of components. Process manufacturing is also referred to as a 'process industry' which is defined as an industry, such as the chemical or petrochemical industry, that is concerned with the processing of bulk resources into other products. Process manufacturing is common
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Chemical Industry
The chemical industry comprises the companies that produce industrial chemicals. Central to the modern world economy, it converts raw materials (oil, natural gas, air, water, metals, and minerals) into more than 70,000 different products. The plastics industry contains some overlap, as some chemical companies produce plastics as well as chemicals. Various professionals are involved in the chemical industry including chemical engineers, chemists and lab technicians. History Although chemicals were made and used throughout history, the birth of the heavy chemical industry (production of chemicals in large quantities for a variety of uses) coincided with the beginnings of the Industrial Revolution. Industrial Revolution One of the first chemicals to be produced in large amounts through industrial processes was sulfuric acid. In 1736 pharmacist Joshua Ward developed a process for its production that involved heating saltpeter, allowing the sulfur to oxidize and combine with water ...
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Entropy
Entropy is a scientific concept, as well as a measurable physical property, that is most commonly associated with a state of disorder, randomness, or uncertainty. The term and the concept are used in diverse fields, from classical thermodynamics, where it was first recognized, to the microscopic description of nature in statistical physics, and to the principles of information theory. It has found far-ranging applications in chemistry and physics, in biological systems and their relation to life, in cosmology, economics, sociology, weather science, climate change, and information systems including the transmission of information in telecommunication. The thermodynamic concept was referred to by Scottish scientist and engineer William Rankine in 1850 with the names ''thermodynamic function'' and ''heat-potential''. In 1865, German physicist Rudolf Clausius, one of the leading founders of the field of thermodynamics, defined it as the quotient of an infinitesimal amount of hea ...
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Action (physics)
In physics, action is a scalar quantity describing how a physical system has dynamics (physics), changed over time. Action is significant because the equations of motion of the system can be derived through the principle of stationary action. In the simple case of a single particle moving with a constant velocity (uniform linear motion), the action is the momentum of the particle times the distance it moves, integral (mathematics), added up along its path; equivalently, action is twice the particle's kinetic energy times the duration for which it has that amount of energy. For more complicated systems, all such quantities are combined. More formally, action is a functional (mathematics), mathematical functional which takes the trajectory (also called path or history) of the system as its argument and has a real number as its result. Generally, the action takes different values for different paths. Action has dimensional analysis, dimensions of energy × time or momentu ...
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Weinhold Metric
Ruppeiner geometry is thermodynamic geometry (a type of information geometry) using the language of Riemannian geometry to study thermodynamics. George Ruppeiner proposed it in 1979. He claimed that thermodynamic systems can be represented by Riemannian geometry, and that statistical properties can be derived from the model. This geometrical model is based on the inclusion of the theory of fluctuations into the axioms of equilibrium thermodynamics, namely, there exist equilibrium states which can be represented by points on two-dimensional surface (manifold) and the distance between these equilibrium states is related to the fluctuation between them. This concept is associated to probabilities, i.e. the less probable a fluctuation between states, the further apart they are. This can be recognized if one considers the metric tensor gij in the distance formula (line element) between the two equilibrium states : ds^2 = g^R_ dx^i dx^j, \, where the matrix of coefficients ''g''''ij'' i ...
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Ruppeiner Metric
Ruppeiner geometry is thermodynamic geometry (a type of information geometry) using the language of Riemannian geometry to study thermodynamics. George Ruppeiner proposed it in 1979. He claimed that thermodynamic systems can be represented by Riemannian geometry, and that statistical properties can be derived from the model. This geometrical model is based on the inclusion of the theory of fluctuations into the axioms of equilibrium thermodynamics, namely, there exist equilibrium states which can be represented by points on two-dimensional surface (manifold) and the distance between these equilibrium states is related to the fluctuation between them. This concept is associated to probabilities, i.e. the less probable a fluctuation between states, the further apart they are. This can be recognized if one considers the metric tensor gij in the distance formula (line element) between the two equilibrium states : ds^2 = g^R_ dx^i dx^j, \, where the matrix of coefficients ''g''''ij'' i ...
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Information Theory
Information theory is the scientific study of the quantification (science), quantification, computer data storage, storage, and telecommunication, communication of information. The field was originally established by the works of Harry Nyquist and Ralph Hartley, in the 1920s, and Claude Shannon in the 1940s. The field is at the intersection of probability theory, statistics, computer science, statistical mechanics, information engineering (field), information engineering, and electrical engineering. A key measure in information theory is information entropy, entropy. Entropy quantifies the amount of uncertainty involved in the value of a random variable or the outcome of a random process. For example, identifying the outcome of a fair coin flip (with two equally likely outcomes) provides less information (lower entropy) than specifying the outcome from a roll of a dice, die (with six equally likely outcomes). Some other important measures in information theory are mutual informat ...
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Partition Function (mathematics)
The partition function or configuration integral, as used in probability theory, information theory and dynamical systems, is a generalization of the definition of a partition function in statistical mechanics. It is a special case of a normalizing constant in probability theory, for the Boltzmann distribution. The partition function occurs in many problems of probability theory because, in situations where there is a natural symmetry, its associated probability measure, the Gibbs measure, has the Markov property. This means that the partition function occurs not only in physical systems with translation symmetry, but also in such varied settings as neural networks (the Hopfield network), and applications such as genomics, corpus linguistics and artificial intelligence, which employ Markov networks, and Markov logic networks. The Gibbs measure is also the unique measure that has the property of maximizing the entropy for a fixed expectation value of the energy; this underlies the ...
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Expectation Value
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the so-called problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to en ...
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Lagrange Multiplier
In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equality constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied. The relationship between the gradient of the function and gradients of the constraints rather naturally leads to a reformulation of the original problem, known as the Lagrangian function. The method can be summarized as follows: in order to find the maximum or minimum of a function f(x) subjected to the equality constraint g(x) = 0, form the Lagrangian function :\mathcal(x, \lambda) = f(x) + \lambda g(x) and find the stationary points of \mathcal considered as a function of x and the Lagrange mu ...
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