<ul data-eligibleForWebStory="true">A novel method for analyzing the latent space geometry of generative models is presented in this paper.The method reconstructs the Fisher information metric to analyze statistical physics models and diffusion models.It approximates the posterior distribution of latent variables from generated samples to learn the log-partition function.The log-partition function defines the Fisher metric for exponential families.The method is validated on Ising and TASEP models, outperforming existing baselines in reconstructing thermodynamic quantities.When applied to diffusion models, the method reveals a fractal structure of phase transitions in the latent space.Phase transitions are characterized by abrupt changes in the Fisher metric.Geodesic interpolations are approximately linear within individual phases but break down at phase boundaries.At phase boundaries, the diffusion model exhibits a divergent Lipschitz constant with respect to the latent space.These findings offer insights into the complex structure of diffusion model latent spaces and their relation to phenomena like phase transitions.The method provides theoretical convergence guarantees and source code is available on GitHub.