Information geometric complexity of a trivariate Gaussian statistical model

Abstract

We evaluate the information geometric complexity of entropic motion on low-dimensional Gaussian statistical manifolds in order to quantify how difficult is making macroscopic predictions about a systems in the presence of limited information. Specifically, we observe that the complexity of such entropic inferences not only depends on the amount of available pieces of information but also on the manner in which such pieces are correlated. Finally, we uncover that for certain correlational structures, the impossibility of reaching the most favorable configuration from an entropic inference viewpoint, seems to lead to an information geometric analog of the well-known frustration effect that occurs in statistical physics.