Hamilton-Jacobi Theory and Information Geometry
@inproceedings{Ciaglia2017HamiltonJacobiTA, title={Hamilton-Jacobi Theory and Information Geometry}, author={Florio M. Ciaglia and Fabio Di Cosmo and Giuseppe Marmo}, booktitle={International Conference on Geometric Science of Information}, year={2017} }
Recently, a method to dynamically define a divergence function D for a given statistical manifold \((\mathcal {M}\,,g\,,T)\) by means of the Hamilton-Jacobi theory associated with a suitable Lagrangian function \(\mathfrak {L}\) on \(T\mathcal {M}\) has been proposed. Here we will review this construction and lay the basis for an inverse problem where we assume the divergence function D to be known and we look for a Lagrangian function \(\mathfrak {L}\) for which D is a complete solution of the…
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