Information and Complexity in Statistical Modeling

Information and Complexity in Statistical Modeling PDF Author: Jorma Rissanen
Publisher: Springer Science & Business Media
ISBN: 0387688129
Category : Mathematics
Languages : en
Pages : 145

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Book Description
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.

Information and Complexity in Statistical Modeling

Information and Complexity in Statistical Modeling PDF Author: Jorma Rissanen
Publisher: Springer Science & Business Media
ISBN: 0387688129
Category : Mathematics
Languages : en
Pages : 145

Get Book Here

Book Description
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.

Information And Complexity

Information And Complexity PDF Author: Mark Burgin
Publisher: World Scientific
ISBN: 9813109041
Category : Computers
Languages : en
Pages : 410

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Book Description
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.

An Introduction to Kolmogorov Complexity and Its Applications

An Introduction to Kolmogorov Complexity and Its Applications PDF Author: Ming Li
Publisher: Springer Science & Business Media
ISBN: 1475726066
Category : Mathematics
Languages : en
Pages : 655

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Book Description
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).

Complexity in Information Theory

Complexity in Information Theory PDF Author: Yaser S. Abu-Mostafa
Publisher: Springer Science & Business Media
ISBN: 1461237742
Category : Computers
Languages : en
Pages : 138

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Book Description
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.

Algorithmic Randomness and Complexity

Algorithmic Randomness and Complexity PDF Author: Rodney G. Downey
Publisher: Springer Science & Business Media
ISBN: 0387684417
Category : Computers
Languages : en
Pages : 883

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Book Description
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.

Algorithmic Information Theory for Physicists and Natural Scientists

Algorithmic Information Theory for Physicists and Natural Scientists PDF Author: Sean D Devine
Publisher:
ISBN: 9780750326414
Category :
Languages : en
Pages : 238

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Book Description
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 PDF Author: Thomas M. Cover
Publisher: John Wiley & Sons
ISBN: 1118585771
Category : Computers
Languages : en
Pages : 788

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Book Description
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.

Complexity Theory of Real Functions

Complexity Theory of Real Functions PDF Author: K. Ko
Publisher: Springer Science & Business Media
ISBN: 1468468022
Category : Computers
Languages : en
Pages : 318

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Book Description
Starting with Cook's pioneering work on NP-completeness in 1970, polynomial complexity theory, the study of polynomial-time com putability, has quickly emerged as the new foundation of algorithms. On the one hand, it bridges the gap between the abstract approach of recursive function theory and the concrete approach of analysis of algorithms. It extends the notions and tools of the theory of computability to provide a solid theoretical foundation for the study of computational complexity of practical problems. In addition, the theoretical studies of the notion of polynomial-time tractability some times also yield interesting new practical algorithms. A typical exam ple is the application of the ellipsoid algorithm to combinatorial op timization problems (see, for example, Lovasz [1986]). On the other hand, it has a strong influence on many different branches of mathe matics, including combinatorial optimization, graph theory, number theory and cryptography. As a consequence, many researchers have begun to re-examine various branches of classical mathematics from the complexity point of view. For a given nonconstructive existence theorem in classical mathematics, one would like to find a construc tive proof which admits a polynomial-time algorithm for the solution. One of the examples is the recent work on algorithmic theory of per mutation groups. In the area of numerical computation, there are also two tradi tionally independent approaches: recursive analysis and numerical analysis.

The Complexity Theory Companion

The Complexity Theory Companion PDF Author: Lane Hemaspaandra
Publisher: Springer Science & Business Media
ISBN: 9783540674191
Category : Computers
Languages : en
Pages : 396

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Book Description
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.

An Introduction to Transfer Entropy

An Introduction to Transfer Entropy PDF Author: Terry Bossomaier
Publisher: Springer
ISBN: 3319432222
Category : Computers
Languages : en
Pages : 210

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Book Description
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.