The information geometry of two-field functional integrals.

Abstract

Two-field functional integrals (2FFI) are an important class of solution methods for generating functions of dissipative processes, including discrete-state stochastic processes, dissipative dynamical systems, and decohering quantum densities. The stationary trajectories of these integrals describe a conserved current by Liouville's theorem, despite the absence of a conserved kinematic phase space current in the underlying stochastic process. We develop the information geometry of generating functions for discrete-state classical stochastic processes in the Doi-Peliti 2FFI form, and exhibit two quantities conserved along stationary trajectories. One is a Wigner function, familiar as a semiclassical density from quantum-mechanical time-dependent density-matrix methods. The second is an overlap function, between directions of variation in an underlying distribution and those in the directions of relative large-deviation probability that can be used to interrogate the distribution, and expressed as an inner product of vector fields in the Fisher information metric. To give an interpretation to the time invertibility implied by current conservation, we use generating functions to represent importance sampling protocols, and show that the conserved Fisher information is the differential of a sample volume under deformations of the nominal distribution and the likelihood ratio. We derive a pair of dual affine connections particular to Doi-Peliti theory for the way they separate the roles of the nominal distribution and likelihood ratio, distinguishing them from the standard dually-flat connection of Nagaoka and Amari defined on the importance distribution, and show that dual flatness in the affine coordinates of the coherent-state basis captures the special role played by coherent states in Doi-Peliti theory.