Hamilton-Jacobi approach to Potential Functions in Information Geometry
The search for a potential function $S$ allowing to reconstruct a given metric tensor $g$ and a given symmetric covariant tensor $T$ on a manifold $\mathcal{M}$ is formulated as the Hamilton-Jacobi problem associated with a canonically defined Lagrangian on $T\mathcal{M}$. The connection between this problem, the geometric structure of the space of pure states of quantum mechanics, and the theory of contrast functions of classical information geometry is outlined.
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