Information Geometry
John Baez
February 3, 2016
Information geometry is the study of 'stochastic manifolds', which are
spaces where each point is a hypothesis about some state of affairs.
This subject, usually considered a branch of statistics, has important
applications to machine learning and somewhat unexpected connections
to evolutionary biology. To learn this subject, I'm writing a series
of articles on it. You can navigate forwards and back through these
using the blue arrows. And by clicking the links that say "on
Azimuth", you can see blog entries containing these articles. Those
let you read comments about my articles—and also make comments
or ask questions of your own!

Part 1  the Fisher information metric from statistical mechanics.

Part 2  connecting the statistical mechanics approach to the usual definition of the Fisher information metric.

Part 3  the Fisher information metric on any manifold equipped with a map to the mixed states of some system.

Part 4  the Fisher information metric as the real part of a complexvalued quantity whose imaginary part measures quantum uncertainty.

Part 5  an example: the harmonic oscillator in a heat bath.

Part 6  relative entropy.

Part 7  the Fisher information metric as the matrix of second derivatives of relative entropy.

Part 8  information geometry and evolution: how natural selection resembles Bayesian inference, and how it's related to relative entropy.

Part 9  information geometry and evolution: the replicator equation and the decline of entropy as a successful species takes over.

Part 10  information geometry and evoluton: how entropy changes under the replicator equation.

Part 11  information geometry and evolution: the decline of relative information.

Part 12  information geometry and evolution: an introduction to evolutionary game theory.

Part 13  information geometry and evolution: the decline of relative information as a population approaches an evolutionarily stable state.

Part 14  how relative entropy changes in open Markov processes.
The following papers are spinoffs of the above series of blog articles. You can also read blog articles summarizing these papers:

Blake Pollard, A
Second Law for open Markov processes, Open Systems
and Information Dynamics 23 (2016), 1650006. (Blog
article here.)

John Baez, Brendan Fong and Blake Pollard, A compositional framework for
Markov processes, to appear in Jour. Math. Phys. (Blog
article here.)

John Baez and Blake Pollard, Relative entropy in biological systems,
Entropy 18 (2016), 46. (Blog article here.)

Blake Pollard, Open Markov
processes: A compositional perspective on nonequilibrium steady
states in biology, Entropy 18 (2016), 140. (Blog article here.)
You should call it entropy, for two reasons. In the first place your uncertainty function has been used in statistical mechanics under that name, so it already has a name. In the second place, and more important, no one really knows what entropy really is, so in a debate you will always have the advantage. 
John von Neumann, giving advice to Claude Shannon on what to name his discovery.
© 2016 John Baez
baez@math.removethis.ucr.andthis.edu