The Schr\"odinger problem on the non-commutative Fisher-Rao space

TL;DR

This paper explores the non-commutative Fisher-Rao space of matrix-valued probability measures, introducing a canonical entropy and analyzing related heat flow, Fisher information, and Schr"odinger problems, extending classical concepts to a non-commutative setting.

Contribution

It introduces a canonical entropy on the non-commutative Fisher-Rao space and establishes the convergence of Schr"odinger problems to geodesics, extending classical information geometry.

Findings

Defined a new canonical entropy different from von Neumann entropy.

Derived heat flow, Fisher information, and Schr"odinger problem analogues in the non-commutative setting.

Proved $\Gamma$-convergence of Schr"odinger problems to geodesics.

Abstract

We present a self-contained and comprehensive study of the Fisher-Rao space of matrix-valued non-commutative probability measures, and of the related Hellinger space. Our non-commutative Fisher-Rao space is a natural generalization of the classical commutative Fisher-Rao space of probability measures and of the Bures-Wasserstein space of Hermitian positive-definite matrices. We introduce and justify a canonical entropy on the non-commutative Fisher-Rao space, which differs from the von Neumann entropy. We consequently derive the analogues of the heat flow, of the Fisher information, and of the dynamical Schr\"odinger problem. We show the $\Gamma$-convergence of the $\epsilon$-Schr\"odinger problem towards the geodesic problem for the Fisher-Rao space, and, as a byproduct, the strict geodesic convexity of the entropy.