Cramer-Rao bound and Ricci flow II

18/05/2009

The paper I presented about this matter (see here) has been accepted by EuRad 2009 Conference. This will result in a publication in IEEE Proceedings. IEEE is the most important engineering society. I cannot made public this paper until it will appear in the proceedings. After this date you can read it at IEEE Xplore where you can find another paper of mine about scattering of electromagnetic waves by a rough surface (see here). As you can see, the way publishing is operated by engineers is quite different from that of physicists.

Anyhow, the idea is quite simple and use the fact that for a two-dimensional Riemann manifold one has always a conformal metric. Then, Fischer information matrix can be expressed in a diagonal form with new estimators that are always optimal with respect to Cramer-Rao bound. So, due to the fact that there exists a vast set of probability distributions with two parameters, the application areas of this result are huge. In my paper I make the case of sea clutter for radar applications but what I prove is a theorem in statistics and you can realize by yourself the importance.

The n-parameter case can also be made but here there are two more demanding requests: the existence of a conformal metric and the existence of a potential for a vector field that satisfies Liouville equation. These cannot always be satisfied and so the two-dimensional case appears a rather lucky one.


Cramer-Rao bound and Ricci flow

04/02/2009

Two dimensional Ricci flow is really easy to manage. In this case the equation takes a very simple form and a wealth of results can be extracted. As you know from my preceding posts, I have been able to prove in a rigorous way that in this case the Ricci flow arises from Brownian motion (see here). So, the equation for  Einstein manifolds in this case takes the very simple form, R=\Lambda being \Lambda a constant, that is also the equation for a Ricci soliton. This equation is rather well-knwon to physicists as is the equation of 2d Einstein gravity. This equation is nothing else than Liouville equation

\Delta_2\phi+\Lambda e^{\phi}=0

that admits an exact solution notwithstanding being non-linear. There is an unexpected application of all this machinery of Riemann geometry to the case of statistics. Statistics has a wide body of application fields as radar tracking, digital communications and so on. Then, any new result about can be translated into a wealthy number of applications.

The problem one meets in this case is that of parameter estimation of a given probability distribution. For a sample of measured data the question is to determine the best probability distribution with respect to the spread of the data themselves with a proper choice of the parameters. A known result in this area is the so called Cramer-Rao bound. This inequality gives limit for the optimality of the chosen estimators of the data entering into the distribution. The result I have found is that, for a probability distribution with two parameters, an infinite class of optimal estimators exists that are all efficient. These estimators are given by the solution of Liouville equation! The result can be extended to the n-dimensional case granted the existence of isothermal coordinates that are the conformal ones.

This result arises from the deep link between differential geometry and statistics that was put forward by Calayampudi Radhakrishna Rao. My personal interest in this matter was arisen working in radar tracking but one can think on a large number of other areas. I should say, as a final consideration, that the work of Hamilton and Perelman can have a deep impact in a large body of our knowledge. We are just at the beginning.


Ricci flow as a stochastic process

30/01/2009

Yesterday I have posted a paper on arxiv (see here). In this work I prove a theorem about Ricci flow. The question I give an answer is the following. When you have a heat equation you have always a stochastic process from which such an equation can be derived. In two dimensions the Ricci flow takes the straightforward form of a heat equation. So, could it be derived from a stochastic process? The answer is affirmative and can be obtained through a generalization of path integrals (Wiener integrals) on a Riemannian manifold given here. One can write for the metric something like

g=\int [dq]\exp[-{\cal L}(q)]g_0

so, what is \cal L? The really interesting answer is that this is Perelman \cal L-length functional. A similar expression was derived by Bryce DeWitt in the context of Feynman’s path integrals in a non-Euclidean manifold in 1957 (see here) but in this case we are granted of the existence of the integral.

This result shows a really interesting conclusion that underlying Ricci flow there is a stochastic process (Wiener process), at least in two dimensions. So, we propose a more general conjecture: Ricci flow is generated by a Wiener process independently on the dimensionality of the manifold.

I’ll keep on working on this as this result provide a clear path to quantum gravity. Mostly, I would like to understand how Ricci flow and the non-linear sigma model are connected. Also here, I guess, Perelman will play a leading role.


Ricci solitons in two dimensions

27/01/2009

Today I have read recent changes to DispersiveWiki. This is a beautiful site about differential equations that is maintained at University of Toronto by Jim Colliander and has notable contributors as the Fields medallist Terence Tao. Terry introduced a new page about Liouville’s equation as he got involved with it in a way you can read here. Physicists working on quantum gravity has been aware of this equation since eighties as it is the equation of two-dimensional quantum gravity and comes out quite naturally in string theory. A beautiful paper about quantum field theory of Liouville equation is due to Roman Jackiw and one of his collaborators Eric D’Hoker (see here). But what people could have overlooked is that Liouville’s equation is the equation of the Ricci soliton in two dimensions. The reason is that in this case a set of isothermal coordinates can always be found and the metric is always conformal, that is

g=e^{\phi}g_0

being g_0 the Euclidean metric. The Ricci tensor takes here a quite simple form

R_{ik}=-e^{-\phi}(\partial^2_x+\partial^2_y)\phi\epsilon_{ik}

being \epsilon_{ik}=diag(1,1) . Then the Ricci flow is

\frac{\partial\phi}{\partial t}=e^{-2\phi}(\partial^2_x+\partial^2_y)\phi

and finally for the Ricci soliton one has

(\partial^2_x+\partial^2_y)\phi = H e^{2\phi}

being H a constant. After a simple rescaling we are left with the Euclidean Liouville’s equation

(\partial^2_x+\partial^2_y)u = \Lambda e^{u}.

Turning back to the Jackiw and D’Hoker paper, we can see that a 2D gravity theory emerges naturally as the equilibrium (Ricci soliton) solution of a Fokker-Planck (Ricci flow) equation. This scenario seems a beautiful starting point to build an understanding of quantum gravity. I am still thinking about a lot and I will put all this on a paper one day.


Ricci solitons

22/01/2009

These days I am looking at all this area of mathematical research born with Richard Hamilton and put at maturity with the works of Grisha Perelman. As all of you surely know the conclusion was that the Thurston conjecture, implying Poincare’ conjecture, is a theorem. These results present the shocking aspect of a deep truth waiting for an understanding by physicists and, I think that this comes out unexpectedly, statisticians (do you know Fischer information matrix and Cramer-Rao bound?).

One of the most shocking concept mathematicians introduced working with Ricci flow is a Ricci soliton. I will use some mathematics to explain this. A Ricci flow is given by

\frac{\partial g_{ik}}{\partial t}= -2R_{ik}

a Ricci soliton is a metric solving the equation

R_{ik}-L_X g_{ik} = \Lambda g_{ik}

where I have used an awkward notation for the Lie derivative along a field X but if this field is a scalar than one has a gradient soliton. I think that all of you will recognize these equations that for a Lorentzian metric are just Einstein equations in vacuum with a cosmological constant! Now, I have found a beautiful paper about all this question on arxiv (see here). This paper gives the first meaningful application to physics of this striking concept. Ricci solitons are resembling a kind of behavior of the metric under the flow that can be expanding, collapsing or static depending on the cosmological constant.

As time goes by we learn something deeper about Einstein equations. Their very nature seems rooted in quite recent concepts coming from differential geometry and it is my personal view that whatever quantum gravity theory we will formulate, these are the questions we have to cope with.


%d bloggers like this: