Information Geometry Awesome List

This is a list of surveys and textbooks on information geometry to help someone get started in the field.

The core idea of information geometry is to study the parameter space of statistical models as Riemannian manifold where the metric is determine by the Fisher Information matrix

Blogs and Tutorials

1. Chapter 3 on information projections (2004), Imre Csiszar, Paul C. Shields [pdf]
2. What is information projection (2018), Frank Nielsen [pdf]
3. An elementary introduction to information geometry (2019), Frank Nielsen [pdf]
4. Information Geometry by Amari (2021), Shun-ichi Amari [pdf]
5. The Many Faces of Information Geometry (2021), Frank Nielsen [pdf]

Textbooks

1. Information Geometry and Its Applications (2016), Shun-ichi Amari [Amazon Link]

Recent papers that use information geometery in machine learning

1. A Distributional Approach to Controlled Text Generation (2020), Muhammad Khalifa, Hady Elsahar, Marc Dymetman [pdf]
2. The Information Geometry of Unsupervised Reinforcement Learning (2021) Benjamin Eysenbach, Ruslan Salakhutdinov, Sergey Levine [pdf]
3. An Information-Geometric Distance on the Space of Tasks (2021) Yansong Gao 1 Pratik Chaudhari [pdf]