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→Expectation values: again with the measure spaces. |
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== Information geometry ==
The points <math>\beta</math> can be understood to form a space, and specifically, a [[manifold]]. Thus, it is reasonable to ask about the structure of this manifold; this is the task of [[information geometry]].
Multiple derivatives with regard to the lagrange multipliers gives rise to a positive semi-definite [[covariance matrix]]
:<math>g_{ij}(\beta) = \frac{\partial^2}{\partial \beta^i\partial \beta^j} \left(-\log Z(\beta)\right) =
\langle \left(H_i-\langle H_i\rangle\right)\left( H_j-\langle H_j\right)\rangle</math>
This matrix is positive semi-definite, and may be interpreted as a [[metric tensor]], specifically, a [[Riemannian metric]]. Equiping the space of
That the above defines the Fisher information metric can be readily seen by explicitly substituting for the expectation value:
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