Dynamics of the Fisher Information Metric

Abstract

We present a method to generate probability distributions that correspond to metrics obeying partial differential equations generated by extremizing a functional $J[g^{μν}(θ^i)]$, where $g^{μν}(θ^i)$ is the Fisher metric. We postulate that this functional of the dynamical variable $g^{μν}(θ^i)$ is stationary with respect to small variations of these variables. Our approach enables a dynamical approach to Fisher information metric. It allows to impose symmetries on a statistical system in a systematic way. This work is mainly motivated by the entropy approach to nonmonotonic reasoning.