arXiv subjects

James P. Crutchfield

Publications and source records attributed to James P. Crutchfield.

At least 109 records · Page 6Linked to original sources

arXiv2015

Intersection Information based on Common Randomness

The introduction of the partial information decomposition generated a flurry of proposals for defining an intersection information that quantifies how much of "the same information" two or more random variables specify about a target random variable. As of yet, none is wholly satisfactory. A palatable measure of intersection information would provide a principled way to quantify slippery concepts, such as synergy. Here, we introduce an intersection information measure based on the Gács-Körner common random variable that is the first to satisfy the coveted target monotonicity property. Our measure is imperfect, too, and we suggest directions for improvement.

cs.IT↗

arXiv2015

Time Resolution Dependence of Information Measures for Spiking Neurons: Atoms, Scaling, and Universality

The mutual information between stimulus and spike-train response is commonly used to monitor neural coding efficiency, but neuronal computation broadly conceived requires more refined and targeted information measures of input-output joint processes. A first step towards that larger goal is to develop information measures for individual output processes, including information generation (entropy rate), stored information (statistical complexity), predictable information (excess entropy), and active information accumulation (bound information rate). We calculate these for spike trains generated by a variety of noise-driven integrate-and-fire neurons as a function of time resolution and for alternating renewal processes. We show that their time-resolution dependence reveals coarse-grained structural properties of interspike interval statistics; e.g., $τ$-entropy rates that diverge less quickly than the firing rate indicate interspike interval correlations. We also find evidence that the excess entropy and regularized statistical complexity of different types of integrate-and-fire neurons are universal in the continuous-time limit in the sense that they do not depend on mechanism details. This suggests a surprising simplicity in the spike trains generated by these model neurons. Interestingly, neurons with gamma-distributed ISIs and neurons whose spike trains are alternating renewal processes do not fall into the same universality class. These results lead to two conclusions. First, the dependence of information measures on time resolution reveals mechanistic details about spike train generation. Second, information measures can be used as model selection tools for analyzing spike train processes.

q-bio.NC↗

arXiv2015

Signatures of Infinity: Nonergodicity and Resource Scaling in Prediction, Complexity, and Learning

We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multi-arm Bandit problem. We contrast our analysis with computation-theoretic and statistical inference approaches to understanding their complexity. The result is an alternative view of the relationship between predictability, complexity, and learning that highlights the distinct ways in which informational and correlational divergences arise in complex ergodic and nonergodic processes. We draw out consequences for the resource divergences that delineate the structural hierarchy of ergodic processes and for processes that are themselves hierarchical.

cond-mat.stat-mech↗

arXiv2014

Understanding and Designing Complex Systems: Response to "A framework for optimal high-level descriptions in science and engineering---preliminary report"

We recount recent history behind building compact models of nonlinear, complex processes and identifying their relevant macroscopic patterns or "macrostates". We give a synopsis of computational mechanics, predictive rate-distortion theory, and the role of information measures in monitoring model complexity and predictive performance. Computational mechanics provides a method to extract the optimal minimal predictive model for a given process. Rate-distortion theory provides methods for systematically approximating such models. We end by commenting on future prospects for developing a general framework that automatically discovers optimal compact models. As a response to the manuscript cited in the title above, this brief commentary corrects potentially misleading claims about its state space compression method and places it in a broader historical setting.

cond-mat.stat-mech↗

arXiv2014

Circumventing the Curse of Dimensionality in Prediction: Causal Rate-Distortion for Infinite-Order Markov Processes

Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on finite sequences cannot capture all of their past dependencies. Spectral arguments show that algorithms which cluster finite-length sequences fail dramatically when the underlying process has long-range temporal correlations and can fail even for processes generated by finite-memory hidden Markov models. We circumvent the curse of dimensionality in rate-distortion analysis of infinite-order processes by casting predictive rate-distortion objective functions in terms of the forward- and reverse-time causal states of computational mechanics. Examples demonstrate that the resulting causal rate-distortion theory substantially improves current predictive rate-distortion analyses.

cond-mat.stat-mech↗

arXiv2014

Chaotic Crystallography: How the physics of information reveals structural order in materials

We review recent progress in applying information- and computation-theoretic measures to describe material structure that transcends previous methods based on exact geometric symmetries. We discuss the necessary theoretical background for this new toolset and show how the new techniques detect and describe novel material properties. We discuss how the approach relates to well known crystallographic practice and examine how it provides novel interpretations of familiar structures. Throughout, we concentrate on disordered materials that, while important, have received less attention both theoretically and experimentally than those with either periodic or aperiodic order.

cond-mat.mtrl-sci↗

arXiv2014

Informational and Causal Architecture of Discrete-Time Renewal Processes

Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic for their prediction (the set of causal states), calculate the historical memory capacity required to store those states (statistical complexity), delineate what information is predictable (excess entropy), and decompose the entropy of a single measurement into that shared with the past, future, or both. The causal state equivalence relation defines a new subclass of renewal processes with a finite number of causal states despite having an unbounded interevent count distribution. We use these formulae to analyze the output of the parametrized Simple Nonunifilar Source, generated by a simple two-state hidden Markov model, but with an infinite-state epsilon-machine presentation. All in all, the results lay the groundwork for analyzing processes with infinite statistical complexity and infinite excess entropy.

cond-mat.stat-mech↗

arXiv2014

Information Anatomy of Stochastic Equilibria

A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive analytic expressions for the ephemeral and bound informations in the limit of small-time discretization for two classical systems that exhibit dynamical equilibria: first-order Langevin equations (i) where the drift is the gradient of a potential function and the diffusion matrix is invertible and (ii) with a linear drift term (Ornstein-Uhlenbeck) but a noninvertible diffusion matrix. In both cases, the bound information is sensitive only to the drift, while the ephemeral information is sensitive only to the diffusion matrix and not to the drift. Notably, this information anatomy changes discontinuously as any of the diffusion coefficients vanishes, indicating that it is very sensitive to the noise structure. We then calculate the information anatomy of the stochastic cusp catastrophe and of particles diffusing in a heat bath in the overdamped limit, both examples of stochastic gradient descent on a potential landscape. Finally, we use our methods to calculate and compare approximations for the so-called time-local predictive information for adaptive agents.

cond-mat.stat-mech↗

arXiv2013

Many Roads to Synchrony: Natural Time Scales and Their Algorithms

We consider two important time scales---the Markov and cryptic orders---that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated from the epsilon-machine, a process's minimal unifilar model. Surprisingly, though the Markov order is a basic concept from stochastic process theory, it is not a probabilistic property of a process. Rather, it is a topological property and, moreover, it is not computable from any finite-state model other than the epsilon-machine. Via an exhaustive survey, we close by demonstrating that infinite Markov and infinite cryptic orders are a dominant feature in the space of finite-memory processes. We draw out the roles played in statistical mechanical spin systems by these two complementary length scales.

nlin.CD↗

arXiv2013

Chaos Forgets and Remembers: Measuring Information Creation, Destruction, and Storage

The hallmark of deterministic chaos is that it creates information---the rate being given by the Kolmogorov-Sinai metric entropy. Since its introduction half a century ago, the metric entropy has been used as a unitary quantity to measure a system's intrinsic unpredictability. Here, we show that it naturally decomposes into two structurally meaningful components: A portion of the created information---the ephemeral information---is forgotten and a portion---the bound information---is remembered. The bound information is a new kind of intrinsic computation that differs fundamentally from information creation: it measures the rate of active information storage. We show that it can be directly and accurately calculated via symbolic dynamics, revealing a hitherto unknown richness in how dynamical systems compute.

nlin.CD↗

arXiv2013

Bayesian Structural Inference for Hidden Processes

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological epsilon-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be epsilon-machines, irrespective of estimated transition probabilities. Properties of epsilon-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

stat.ML↗

arXiv2013

Exact Complexity: The Spectral Decomposition of Intrinsic Computation

We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full eigenvalue spectrum of the mixed-state presentation of a process's epsilon-machine causal-state dynamic. Measures include correlation functions, power spectra, past-future mutual information, transient and synchronization informations, and many others. As a result, a direct and complete analysis of intrinsic computation is now available for the temporal organization of finitary hidden Markov models and nonlinear dynamical systems with generating partitions and for the spatial organization in one-dimensional systems, including spin systems, cellular automata, and complex materials via chaotic crystallography.

cond-mat.stat-mech↗

arXiv2012

Equivalence of History and Generator Epsilon-Machines

Epsilon-machines are minimal, unifilar presentations of stationary stochastic processes. They were originally defined in the history machine sense, as hidden Markov models whose states are the equivalence classes of infinite pasts with the same probability distribution over futures. In analyzing synchronization, though, an alternative generator definition was given: unifilar, edge-emitting hidden Markov models with probabilistically distinct states. The key difference is that history epsilon-machines are defined by a process, whereas generator epsilon-machines define a process. We show here that these two definitions are equivalent in the finite-state case.

math.PR↗

arXiv2012

Structural Drift: The Population Dynamics of Sequential Learning

We introduce a theory of sequential causal inference in which learners in a chain estimate a structural model from their upstream teacher and then pass samples from the model to their downstream student. It extends the population dynamics of genetic drift, recasting Kimura's selectively neutral theory as a special case of a generalized drift process using structured populations with memory. We examine the diffusion and fixation properties of several drift processes and propose applications to learning, inference, and evolution. We also demonstrate how the organization of drift process space controls fidelity, facilitates innovations, and leads to information loss in sequential learning with and without memory.

q-bio.PE↗

arXiv2011

Infinite Excess Entropy Processes with Countable-State Generators

We present two examples of finite-alphabet, infinite excess entropy processes generated by invariant hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. It appears these are the first constructions of processes of this type. Previous examples of infinite excess entropy processes over finite alphabets admit only invariant HMM presentations with uncountable state sets.

cs.IT↗

arXiv2011

How Hidden are Hidden Processes? A Primer on Crypticity and Entropy Convergence

We investigate a stationary process's crypticity---a measure of the difference between its hidden state information and its observed information---using the causal states of computational mechanics. Here, we motivate crypticity and cryptic order as physically meaningful quantities that monitor how hidden a hidden process is. This is done by recasting previous results on the convergence of block entropy and block-state entropy in a geometric setting, one that is more intuitive and that leads to a number of new results. For example, we connect crypticity to how an observer synchronizes to a process. We show that the block-causal-state entropy is a convex function of block length. We give a complete analysis of spin chains. We present a classification scheme that surveys stationary processes in terms of their possible cryptic and Markov orders. We illustrate related entropy convergence behaviors using a new form of foliated information diagram. Finally, along the way, we provide a variety of interpretations of crypticity and cryptic order to establish their naturalness and pervasiveness. Hopefully, these will inspire new applications in spatially extended and network dynamical systems.

physics.data-an↗

arXiv2011

Information Symmetries in Irreversible Processes

We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional correlations. In particular, we examine stationary processes represented or generated by edge-emitting, finite-state hidden Markov models. Surprisingly, we find pervasive temporal asymmetries in the statistics of such stationary processes with the consequence that the computational resources necessary to generate a process in the forward and reverse temporal directions are generally not the same. In fact, an exhaustive survey indicates that most stationary processes are irreversible. We study the ensuing relations between model topology in different representations, the process's statistical properties, and its reversibility in detail. A process's temporal asymmetry is efficiently captured using two canonical unifilar representations of the generating model, the forward-time and reverse-time epsilon-machines. We analyze example irreversible processes whose epsilon-machine presentations change size under time reversal, including one which has a finite number of recurrent causal states in one direction, but an infinite number in the opposite. From the forward-time and reverse-time epsilon-machines, we are able to construct a symmetrized, but nonunifilar, generator of a process---the bidirectional machine. Using the bidirectional machine, we show how to directly calculate a process's fundamental information properties, many of which are otherwise only poorly approximated via process samples. The tools we introduce and the insights we offer provide a better understanding of the many facets of reversibility and irreversibility in stochastic processes.

cond-mat.stat-mech↗

arXiv2011

Anatomy of a Bit: Information in a Time Series Observation

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the measures' asymptotic behavior sheds structural and semantic light on the generating process's internal information dynamics. The measures scale with the length of time window, which captures both intensive (rates of growth) and subextensive components. We provide interpretations for the components, developing explicit relationships between them. We also identify the informational component shared between the past and the future that is not contained in a single observation. The existence of this component directly motivates the notion of a process's effective (internal) states and indicates why one must build models.

cs.IT↗