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PREDICTIVE MODELS AND GENERATIVE COMPLEXITY

PREDICTIVE MODELS AND GENERATIVE COMPLEXITY
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摘要 The causal states of computational mechanics define the minimal sufficient memory for a given discrete stationary stochastic process. Their entropy is an important complexity measure called statistical complexity (or true measure complexity). They induce the s-machine, which is a hidden Markov model (HMM) generating the process. But it is not the minimal one, although generative HMMs also have a natural predictive interpretation. This paper gives a mathematical proof of the idea that the s-machine is the minimal HMM with an additional (partial) determinism condition. Minimal internal state entropy of a generative HMM is in analogy to statistical complexity called generative complexity. This paper also shows that generative complexity depends on the process in a nice way. It is, as a function of the process, lower semi-continuous (w.r.t. weak-, topology), concave, and behaves nice under ergodic decomposition of the process.
作者 Wolfgang LHR
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2012年第1期30-45,共16页 系统科学与复杂性学报(英文版)
关键词 Causal states COMPLEXITY s-machine generative complexity HMM partially deterministicHMM predictive model statistical. 预测模型 复杂性 HMM模型 隐马尔可夫模型 平稳随机过程 计算力学 产生过程 数学证明
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