Huygens’ equations and the gradient-flow equations in information geometry

Abstract

In this paper, we revisit the relation between the gradient-flow equations and Hamilton’s equations in information geometry. By regarding the gradient-flow equations as Huygens’ equations in geometric optics, we have related the gradient flows to the geodesic flows induced by the geodesic Hamiltonian in an appropriate Riemannian geometry. The original evolution parameter [Formula: see text] in the gradient-flow equations is related to the arc-length parameter in the associated Riemannian manifold by Jacobi–Maupertuis transformation. As a by-product, the relation between the gradient-flow equation and replicator equations is found.