1. Introduction
The notion of statistical manifold was defined by S. Amari in [
1], as a Riemannian manifold
endowed with a torsion-free affine connection ∇ such that
Since then, a huge literature ensued, where various techniques and notions from differential geometry were applied in information geometry, via statistics (see, for example, [
2,
3,
4,
5,
6]). In [
7], we included an expository part, devoted to reviewing, clarifying and extending the classical framework of statistical manifolds and of their dual connections
and
, which satisfy the identity
The notions, techniques and results from conformal geometry have widely been used in the study of statistical manifolds. The
-conformal equivalence and its relevance for the
-connections were considered in [
8,
9]. Conformal transformations of the Fisher metric for exponential families were studied in [
10], with application to sequential estimation. In [
11], 1-conformally equivalent statistical manifolds are characterized. Topological properties of some five-dimensional compact, conformally flat statistical manifolds are found in [
12]. Conformal submersions with horizontal distribution and associated statistical structures were defined and characterized in [
13].
Several generalizations of the conformal geometry of statistical manifolds were defined and studied, such as the conformal-projective geometry [
14,
15,
16,
17,
18,
19] and the geometry of semi-Weyl manifolds in [
20].
In this paper, we review in a creative manner and develop the theory of statistical manifolds w.r.t. a conformal structure, together with a natural generalization of them, the -manifolds. New conformal invariant tools are defined, and control objects are highlighted, at both the affine differential and the conformal levels. We construct some examples of these new geometrical objects and point out the connection with the theory of information geometry.
In
Section 2, we recall definitions and properties of the main invariants related to statistical manifolds and dual connections, especially referring to [
7]. We prove Theorem 1, which provides a characterization of the statistical structures on a given semi-Riemannian manifold.
In
Section 3, we define the
-manifolds, which, for a fixed prescribed
, satisfy
or
instead of (1). The
-manifolds simultaneously provide a generalization, an extension and an analogue of statistical manifolds, and, at the same time, a generalization of the semi-Weyl manifolds from [
18] and of the statistical manifolds “with torsion” from [
21,
22]. The cubic form
acts as a control on the parallelism of the semi-Riemannian metric
g, in a quite twisted way, which cannot be derived directly from the behavior of the vector fields along curves. We give here a few properties of these new manifolds, for the use of later sections only, and postpone their systematic study for a further paper. In particular, a characterization of
-manifolds is proven, which provides hints about how to construct examples.
In
Section 4, we consider a Weyl structure
on
and construct statistical structures and
-structures, depending on conformal invariants. As a byproduct, several methods for constructing
-manifolds are highlighted, including one involving
f-connections.
Section 5 contains a two-fold generalization of the notion of
-conformal equivalence, which is called
f-conformal equivalence: firstly, we consider as the control function
f instead of number
; secondly, instead of statistical manifolds, we work with
-manifolds. We find a necessary condition for the
f-conformal equivalence (Theorem 4); we prove two corollaries and a characterization for
f-conformal equivalence for
-manifolds (the Theorem 5), which extend similar results from [
9].
Section 6 is devoted to examples of
-manifolds. Detailed formulas are provided in dimension two.
2. Tool Box Remainder: Dual Connections and Statistical Manifolds
We begin this section by recalling some definitions and results form our paper [
7]. Consider a semi-Riemannian manifold (
) with the Levi–Civita connection
. Denote by
,
,
the sets of smooth real valued functions on
M, of affine connections and of symmetric (i.e., torsion-free) connections on
M, respectively (w.r.t. the canonical structure of
-module). For a connection
, there exists a unique
, such that
. Its torsion tensor
is given by the formula
The affine differential control A measures how much a connection differs from .
Then we derive ([
7])
and
Remark 1 - (i)
The transformation assigns to every its dual connection , by the formula ([1,2]) We see that . In particular, ∇ satisfies (1) if satisfies (1). - (ii)
Let us consider . Denote by the adjoint operators, through the formula We have , where .
- (iii)
To any pair of conjugate connections , we associate a 1-parameter family of f-connections , called the connections, by Then are dual w.r.t. to g. The function f acts as a differential control tool over the set of connections. We obtain , with As a particular case, we obtain the α-connections , which are more general than the classical ones ([2,23]), which, in addition, are symmetric.
Consider the semi-Riemannian manifold (
), its Levi–Civita connection
, ∇ and
dual connections. Denote by
the torsion tensor field of ∇, defined by
A triple is a statistical manifold (or a statistical manifold with torsion) if (or ). We denote also instead of .
We remark that the affine and metric properties of w.r.t. are the main object of study of the theory of statistical manifolds (with or without torsion).
Remark 2 ([
7])
. We describe five (equivalent) characterizations of a statistical manifold ():- (I)
By relation (1) and .
- (II)
Through symmetric , with - (III)
Through and such that - (IV)
Through in (4), with .
- (V)
Through in (4), with both A and symmetric.
The theory of statistical manifolds with symmetric dual connections was generalized for dual connections with torsion, in the sense of Kurose and Matsuzoe [
21,
22,
24] (apud [
21]). These statistical manifolds were denoted generically with the acronym SMAT. They satisfy
Contrary to the common sense belief, the SMAT are not the only statistical-like structures involving connections with torsion, as their denomination might suggest. For example, in [
7], we defined (another) nine new similar families of generalized statistical manifolds (with torsion), denoted SMAT
, for
. Perhaps a better formulation might be “the SMAT is a particular family of statistical manifolds with torsion”.
Remark 3. Let be a semi-Riemannian manifold, a and b a (1,2)-type and a (0,3)-type tensor fields on M, respectively. Suppose a is skew-symmetric and , for all vector fields on M. Then, it is well-known that there exists a unique connection ∇ on M, such that and . This property, together with the relation (5), suggests the following result, which completely characterizes the SMAT structures on and also completes the previous characterization of . Theorem 1. Let be a semi-Riemannian manifold and α a skew-symmetric (1,2)-type tensor field on M. Then there exists a (not necessarily unique) connection ∇ on M, such that and relation (5) holds. These connections are completely determined bywhere λ is an arbitrary (0,3)-type tensor field on M, satisfying andfor all vector fields on M. Moreover, The theorem is a consequence of the following lemma, where we replaced .
Lemma 1. Let be a semi-Riemannian manifold, α a skew-symmetric (1,2)-type tensor field and β a (0,3)-type tensor field on M, such that , for all vector fields on M. Then there exists a (not necessarily unique) connection ∇ on M, such that and These connections are completely determined bywhere λ is an arbitrary (0,3)-type tensor fields on M, satisfying , , for all vector fields on M. Moreover, Proof. The proof is standard, by analogy with the proof of the classical result quoted in the Remark 3.
The uniqueness is as follows: Suppose there exist two connections
and
, which satisfy the relation (
8). Subtracting the two relations, we obtain
, for all vector fields
, which proves that
.
The existence is as follows: Let
be an arbitrary (0,3)-type tensor fields on
M, satisfying
and
, for all vector fields
. We define, formally, a mathematical function
, by (
8). Direct checking shows ∇ has the properties of a connection in
. Moreover,
, so
. It follows also that (
7) and (
9) hold true. □
Corollary 1. Let be a semi-Riemannian manifold. Then there exists a (not necessarily unique) symmetric connection ∇ on M, such that Moreover, such connections are completely determined bywhere λ is an arbitrary (0,3)-type tensor field on M, satisfying , , for all vector fields on M. Moreover, λ verifies also the relation (9). Remark 4. - (i)
Formula (11) shows thatand must be compared with the previous characterization of and with the Remark 2, (III). - (ii)
Using Lemma 1, Theorem 1 can be generalized, by replacing Formula (5) in the hypothesis withfor any fixed arbitrary skew-symmetric (1,2)-tensor field E. For , we recover Theorem 1. - (iii)
Formula (8) is written in a more "symmetric" form also as
3. Variations on the Same Theme: -Manifolds
Let be a semi-Riemannian manifold and a (0,3)-tensor field on M, satisfying . Denote and .
Definition 1. A triple is called -manifold without torsion, or - manifold (with torsion) if , or , respectively.
If is a -manifold, then is a ()-manifold, too. Moreover, and . We shall improve these obvious properties in Theorem 3.
Let be a semi-Riemannian manifold and a (0,3)-tensor field on M, satisfying . Denote and .
Definition 2. A triple is called -manifold without torsion, or - manifold (with torsion) if , or , respectively.
The -manifolds and the -manifolds are called, shortly, γ-manifolds.
Lemma 1 provides examples of
-manifolds with and without torsion. In particular, for
, we obtain the statistical manifolds (with and without torsion); for
, we recover the SMATs; with minor differences, we may adapt this remark for other SMAT
s (see [
7]).
Remark 5. - (i)
Every semi-Riemannian manifold is a -manifold and a -manifold, once we fix some arbitrary connection: the (unprescribed) and can directly be derived from the metric and the connection. This remark does not make the notion of γ-manifold useless: the key property for the previous definitions is the fact that γ must be a priori prescribed, and hence it imposes strong constraints on the structure of the manifold (but which are, however, weaker than the parallelism of the metric or than the property settled by relation (1)). From a "dynamic" viewpoint, we may interpret γ as a (differential) control tool over the set of the semi-Riemannian metrics on M and/or the set .
- (ii)
Apparently, the centro-affine properties of , , and w.r.t. (together with the metric properties) are similar, formally, to those from the theory of statistical manifolds (with or without torsion). For example, the α-connections from Remark 1, (iii) can be adapted for γ-manifolds, accordingly. However, the deep geometric and statistical properties are quite different in their essence. In what follows, this paragraph depicts some few of the former, and we postpone a detailed study to a further paper.
- (iii)
We point out here an interesting analogy: from the very beginning, the theory of statistical manifolds was determined by the properties of some specific cubic forms. Starting with the definition of statistical manifolds by Lauritzen [25], the cubic form (the "skewness" tensor field) was fundamental in describing the symmetries of the models. Our cubic forms are related to it, but only as its symmetric and skew-symmetric parts, respectively. In this sense, through ϵ and the γs, we impose weaker but, at the same time, nuanced and calibrated geometric hypothesis. However, we cannot, for the moment, associate precise statistical interpretation of these objects.
The following lemma is the counterpart of Lemma 1, with a similar proof, which is skipped.
Lemma 2. Let be a semi-Riemannian manifold, α a skew-symmetric (1,2)-type tensor field and γ a (0,3)-type tensor field on M, such that , for all vector fields on M. Then there exists a (not necessarily unique) connection ∇ on M, such that and Moreover, such connections are completely determined bywhere β is an arbitrary (0,3)-type tensor fields on M, satisfying , , for all vector fields on M. Moreover, Theorem 2. Given the semi-Riemannian manifold () and γ a (0,3)-tensor field on M, satisfying , the following three (equivalent) characterizations of a γ-manifold () hold true:
- (I)
By relation (2) and .
- (II)
Through such that , with - (III)
Through and such that
The previous result is quite similar to that quoted in the Remark 2 and we omit its proof.
Theorem 3. Let be a semi-Riemannian manifold. Then and .
Proof. Suppose
. Then
It follows that . Moreover, the case when ∇ is symmetric is analogous. □
Remark 6. Formula (13) shows thatand must be compared with the previous characterization of and with Theorem 2, (III). It can be used to construct examples of -structures (with or without torsion). Proposition 1. Let , a -manifold and the dual of ∇. Then the triple is a -manifold.
Proposition 2. Let , a function and a -manifold . Then the triple is a -manifold.
4. Statistical Structures and -Structures on Weyl Manifolds
Let g be a semi-Riemannian metric on M and be the conformal (equivalence) class defined by All the metrics in have the same index (as g).
Proposition 3. The conformal class is convex.
Proof. Let , and . Then , where . □
This result can be compared with the well-known property that the set of semi-Riemannian metrics of index on M is convex if, and only if, or .
We fix a one-form
and define
,
. Alternatively,
W may be viewed as an invariant of the conformal manifold
, acting as an operator
,
. The triple
, denoted also
, is called a Weyl manifold [
26]. Both
u and
w act as (conformal) control tools associated to the conformal structure.
A linear connection
is compatible with the Weyl structure
W if
. We denote the set of the connections compatible with the Weyl structure by
; this is an affine submodule of
. In particular,
and contains all the Levi–Civita connections associated to the metrics in
. A short calculation proves that
The next remark gathers some known results in a new formalism.
Remark 7. Let T a skew-symmetric (1,2)-tensor field on . Then there exists a unique connection with torsion T.
- (i)
Let , and . Then , i.e., the property of ∇ is invariant under conformal changes of the metric g.
- (ii)
Denote ; then .
- (iii)
The torsion tensor field satisfies - (iv)
The tensor field T acts as a control on . When we vary it, in order to find triples which are statistical manifolds, we find that examples become scarce. Indeed, Formula (15) shows thatso there exists a unique symmetric connection, compatible with the Weyl structure and such that is a statistical manifold, namely the Levi–Civita connection of g.
Proposition 4. Let and a -manifold, withand . Then is a -manifold, where Corollary 2. Let , a semi-Riemannian manifold, , a nowhere vanishing and Then is a -manifold if is a -manifold.
Corollary 3. Let , , be a semi-Riemannian manifold, , and If is a -manifold, then is a -manifold, where Corollary 4. Let be a semi-Riemannian manifold, , . Consider the dual of ∇ w.r.t. the metric , with the notation . Denote the f-connection associated to ∇ in , with the notation . Then:
- (i)
;
- (ii)
.
- (iii)
If, moreover, for a fixed , is a -manifold, then is a -manifold, where In particular, for , the previous correspondence is one to one.
5. f-Conformal Equivalence of -Manifolds
Consider , the functions , a -manifold and a -manifold.
Definition 3. The manifolds and are called f-conformal equivalent if This notion generalizes the well-known
-conformal equivalence of statistical manifolds, where
is a real number, the connections are symmetric,
and
(see, for example [
9]).
Theorem 4. With the previous notations, let be a -manifold and be a -manifold. A necessary condition for being f-conformal equivalent is Proof. Relation (
20) rewrites successively
On another hand, we calculate
We replace it in (
21) and it follows that
and from it we deduce Formula (
18). □
Remark 8. With the notations and in the hypothesis of the previous theorem, we have the following particular cases:
- (i)
If , then .
- (ii)
If and , we see that (18) is identically satisfied. This is, in fact, a known result for statistical manifolds ([9]). - (iii)
This fact confirms our claim that the geometries of the -manifolds and of the -manifolds have significant and important different features.
Applying Propositions 1 and 2, we obtain the following two corollaries, which generalize similar claims in [
9], true for statistical manifolds.
Corollary 5. With the previous notations, let be a -manifold and the dual of ∇; let be a -manifold and the dual of . Suppose and are f-conformal equivalent.
Then, the -manifold and the -manifold are also -conformal equivalent.
Corollary 6. With the previous notations, let be a -manifold and be a -manifold. Then they are -conformal equivalent if, and only if, the -manifold and the -manifold are f-conformal equivalent.
Theorem 5. Let be a -manifold and the Levi-Civita connection of g. Denote . Fix . Let be a -manifold and the Levi–Civita connection of . Denote . Suppose, moreover, the relation (18) holds. Then the manifolds and are f-conformal equivalent if, and only if, Proof. In (17), we replace ∇ and
in terms of
,
,
A and
. We obtain
We use relation (23) and replace . The previous formula becomes (22). □
Remark 9. Theorem 5 generalizes the main result from [9], which was proven in the particular case of statistical Riemannian manifolds (i.e., for , and g Riemannian metric). It provides a framework for the construction of pairs of f-conformal equivalent γ-manifolds, starting from the Levi–Civita connections and , the functions u and f, the tensor fields A and and the cubic forms γ and , subject to the compatibility constraints (18) and (22). 6. Examples
In what follows, we use the notations from ([
2], Chapters 2 and 3) and [
7,
23].
Let us take two positive integers
n and
m. Consider
M an
m-dimensional differentiable manifold and a family of probability distributions
, with
,
and
. All the following integrals are supposed to be (correctly) defined on
. Let
be an arbitrary function. We consider
a function from
M to
, where
Denote
the local coordinates on
M and the log-likelihood function by
, where
. We consider the Gibbs entropy function
, given by
, i.e.,
and the Fisher Riemannian metric, given by the
-matrix
, defined by
Here, and in the following, we denote
. One knows ([
2]) that
The Christoffel coefficients are written as
In order to not complicate the formulas, we shall try to skip the variable .
With the previous notations, let us consider another connection ∇ on M, such that , where is fixed and arbitrary. We denote and . In what follows, we shall particularize A, in order to find examples of -manifolds.
Example 1. The normal distribution is usually associated with a hyperbolic space. The density of a normal family iswith parameter(s) The matrix of the Fisher (i.e., Fisher–Rao) Riemannian metric is given by The Christoffel symbols of the Levi–Civita connection are given by In the following, we determine examples of connections for certain particular structures.
(a) We considerwhere u is non-vanishing. is -manifold iff is -manifold. If formula (2) leads towhere In dimension 2, one obtains In particular, for we obtain the following components of the torsion tensor associated to ∇: (b) We consider If then from (2) one obtainswhere If is -manifold, then is -manifold, whereand and u, being the conformal tools associated to the conformal structure. In dimension 2, one obtainswhere In particular, for , we obtain the following components of the torsion tensor associated to ∇: Example 2. We consider the manifold , where the metric is . Therefore, , Let us determine examples of connections for certain particular structures.
(a) We consider , and the nowhere vanishing function. Then is the -manifold if is the -manifold.
In dimension 2, one obtainswhere In particular, for we obtain the components of the torsion tensor associated to (b) We consider where
If is -manifold, then is -manifold, where ,u being the conformal tools associated to the conformal structure.
In dimension 2, one obtainswhere In particular, for we obtain the components of the torsion tensor associated to Remark 10. - (i)
In Examples 1 and 2, an infinite family of γ-structures is defined on , or on an arbitrary M, respectively. To each such structure, one associates a connection ∇, via the tensor field A, which measures “how far” ∇ is from the Levi–Civita connection of the Fisher metric. The geodesics determined from are (locally) distance-minimizing curves between points in M, i.e., between normal PDFs. By analogy, auto-parallel curves of ∇ may connect points of M by other paths, whose spread flow might be controlled through the γ-structure parameters.
- (ii)
The Fisher metric in Example 1 is the geometrical counterpart of the Fisher information, used in parameter estimation, measuring the quantity of information about the parameter(s) of the system ([27,28] for details). Its curvature, and especially the scalar curvature, can distinguish different values of the parameter. A parameter variation is measurable along the geodesics also, but, in Example 1, the geodesics depend on only one of the two parameters (the σ). Instead, the auto-parallel curves of a connection ∇, determined by the γ-structure, may depend on both parameters μ and σ. However, we must point out that finding (exact parameterizations of) the auto-parallel curves of ∇ may be just as difficult as finding the geodesics.