Information and Complexity in Statistical Modeling

Information and Complexity in Statistical Modeling

Author: Jorma Rissanen

Publisher: Springer Science & Business Media

Published: 2007-12-15

Total Pages: 145

ISBN-13: 0387688129

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No statistical model is "true" or "false," "right" or "wrong"; the models just have varying performance, which can be assessed. The main theme in this book is to teach modeling based on the principle that the objective is to extract the information from data that can be learned with suggested classes of probability models. The intuitive and fundamental concepts of complexity, learnable information, and noise are formalized, which provides a firm information theoretic foundation for statistical modeling. Although the prerequisites include only basic probability calculus and statistics, a moderate level of mathematical proficiency would be beneficial.


An Introduction to Kolmogorov Complexity and Its Applications

An Introduction to Kolmogorov Complexity and Its Applications

Author: Ming Li

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 655

ISBN-13: 1475726066

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Briefly, we review the basic elements of computability theory and prob ability theory that are required. Finally, in order to place the subject in the appropriate historical and conceptual context we trace the main roots of Kolmogorov complexity. This way the stage is set for Chapters 2 and 3, where we introduce the notion of optimal effective descriptions of objects. The length of such a description (or the number of bits of information in it) is its Kolmogorov complexity. We treat all aspects of the elementary mathematical theory of Kolmogorov complexity. This body of knowledge may be called algo rithmic complexity theory. The theory of Martin-Lof tests for random ness of finite objects and infinite sequences is inextricably intertwined with the theory of Kolmogorov complexity and is completely treated. We also investigate the statistical properties of finite strings with high Kolmogorov complexity. Both of these topics are eminently useful in the applications part of the book. We also investigate the recursion theoretic properties of Kolmogorov complexity (relations with Godel's incompleteness result), and the Kolmogorov complexity version of infor mation theory, which we may call "algorithmic information theory" or "absolute information theory. " The treatment of algorithmic probability theory in Chapter 4 presup poses Sections 1. 6, 1. 11. 2, and Chapter 3 (at least Sections 3. 1 through 3. 4).


Information And Complexity

Information And Complexity

Author: Mark Burgin

Publisher: World Scientific

Published: 2016-11-28

Total Pages: 410

ISBN-13: 9813109041

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The book is a collection of papers of experts in the fields of information and complexity. Information is a basic structure of the world, while complexity is a fundamental property of systems and processes. There are intrinsic relations between information and complexity.The research in information theory, the theory of complexity and their interrelations is very active. The book will expand knowledge on information, complexity and their relations representing the most recent and advanced studies and achievements in this area.The goal of the book is to present the topic from different perspectives — mathematical, informational, philosophical, methodological, etc.


Algorithmic Randomness and Complexity

Algorithmic Randomness and Complexity

Author: Rodney G. Downey

Publisher: Springer Science & Business Media

Published: 2010-10-29

Total Pages: 883

ISBN-13: 0387684417

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Computability and complexity theory are two central areas of research in theoretical computer science. This book provides a systematic, technical development of "algorithmic randomness" and complexity for scientists from diverse fields.


The Complexity Theory Companion

The Complexity Theory Companion

Author: Lane Hemaspaandra

Publisher: Springer Science & Business Media

Published: 2001-12-01

Total Pages: 396

ISBN-13: 9783540674191

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Here is an accessible, algorithmically oriented guide to some of the most interesting techniques of complexity theory. The book shows that simple algorithms are at the heart of complexity theory. The book is organized by technique rather than by topic. Each chapter focuses on one technique: what it is, and what results and applications it yields.


Complexity in Information Theory

Complexity in Information Theory

Author: Yaser S. Abu-Mostafa

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 138

ISBN-13: 1461237742

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The means and ends of information theory and computational complexity have grown significantly closer over the past decade. Common analytic tools, such as combinatorial mathematics and information flow arguments, have been the cornerstone of VLSl complexity and cooperative computation. The basic assumption of limited computing resources is the premise for cryptography, where the distinction is made between available information and accessible information. Numerous other examples of common goals and tools between the two disciplines have shaped a new research category of 'information and complexity theory'. This volume is intended to expose to the research community some of the recent significant topics along this theme. The contributions selected here are all very basic, presently active, fairly well-established, and stimulating for substantial follow-ups. This is not an encyclopedia on the subject, it is concerned only with timely contributions of sufficient coherence and promise. The styles of the six chapters cover a wide spectrum from specific mathematical results to surveys of large areas. It is hoped that the technical content and theme of this volume will help establish this general research area. I would like to thank the authors of the chapters for contributing to this volume. I also would like to thank Ed Posner for his initiative to address this subject systematically, and Andy Fyfe and Ruth Erlanson for proofreading some of the chapters.


An Introduction to Transfer Entropy

An Introduction to Transfer Entropy

Author: Terry Bossomaier

Publisher: Springer

Published: 2016-11-15

Total Pages: 210

ISBN-13: 3319432222

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This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present information theory and transfer entropy in depth. A key feature of the approach is the authors' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance. The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.


Algorithmic Information Theory for Physicists and Natural Scientists

Algorithmic Information Theory for Physicists and Natural Scientists

Author: Sean D Devine

Publisher:

Published: 2020-06-11

Total Pages: 238

ISBN-13: 9780750326414

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Algorithmic information theory (AIT), or Kolmogorov complexity as it is known to mathematicians, can provide a useful tool for scientists to look at natural systems, however, some critical conceptual issues need to be understood and the advances already made collated and put in a form accessible to scientists. This book has been written in the hope that readers will be able to absorb the key ideas behind AIT so that they are in a better position to access the mathematical developments and to apply the ideas to their own areas of interest. The theoretical underpinning of AIT is outlined in the earlier chapters, while later chapters focus on the applications, drawing attention to the thermodynamic commonality between ordered physical systems such as the alignment of magnetic spins, the maintenance of a laser distant from equilibrium, and ordered living systems such as bacterial systems, an ecology, and an economy. Key Features Presents a mathematically complex subject in language accessible to scientists Provides rich insights into modelling far-from-equilibrium systems Emphasises applications across range of fields, including physics, biology and econophysics Empowers scientists to apply these mathematical tools to their own research


Elements of Information Theory

Elements of Information Theory

Author: Thomas M. Cover

Publisher: John Wiley & Sons

Published: 2012-11-28

Total Pages: 788

ISBN-13: 1118585771

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The latest edition of this classic is updated with new problem sets and material The Second Edition of this fundamental textbook maintains the book's tradition of clear, thought-provoking instruction. Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory. All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points. The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated references Now current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications.


Computational Complexity

Computational Complexity

Author: Sanjeev Arora

Publisher: Cambridge University Press

Published: 2009-04-20

Total Pages: 609

ISBN-13: 0521424267

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New and classical results in computational complexity, including interactive proofs, PCP, derandomization, and quantum computation. Ideal for graduate students.