arXiv subjects

Kenric P. Nelson

Publications and source records attributed to Kenric P. Nelson.

21 records · Page 2Linked to original sources

arXiv2011

A risk profile for information fusion algorithms

E.T. Jaynes, originator of the maximum entropy interpretation of statistical mechanics, emphasized that there is an inevitable trade-off between the conflicting requirements of robustness and accuracy for any inferencing algorithm. This is because robustness requires discarding of information in order to reduce the sensitivity to outliers. The principal of nonlinear statistical coupling, which is an interpretation of the Tsallis entropy generalization, can be used to quantify this trade-off. The coupled-surprisal, -ln_k (p)=-(p^k-1)/k, is a generalization of Shannon surprisal or the logarithmic scoring rule, given a forecast p of a true event by an inferencing algorithm. The coupling parameter k=1-q, where q is the Tsallis entropy index, is the degree of nonlinear coupling between statistical states. Positive (negative) values of nonlinear coupling decrease (increase) the surprisal information metric and thereby biases the risk in favor of decisive (robust) algorithms relative to the Shannon surprisal (k=0). We show that translating the average coupled-surprisal to an effective probability is equivalent to using the generalized mean of the true event probabilities as a scoring rule. The metric is used to assess the robustness, accuracy, and decisiveness of a fusion algorithm. We use a two-parameter fusion algorithm to combine input probabilities from N sources. The generalized mean parameter 'alpha' varies the degree of smoothing and raising to a power N^beta with beta between 0 and 1 provides a model of correlation.

cs.IT↗

arXiv2009

Nonlinear statistical coupling

By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q = 1 - q defined as the degree of nonlinear coupling between the statistical states. Positive values of Q have coupled statistical states, a larger entropy metric, and a maximum coupled-entropy distribution of compact-support coupled-Gaussians. Negative values of Q have decoupled statistical states and for -2 < Q < 0 a maximum coupled-entropy distribution of heavy-tail coupled-Gaussians. The conjugate transformation between the heavy-tail and compact-support domains is shown to be -2Q/(2+Q) for coupled-Gaussian distributions. This conjugate relationship has been used to extend the generalized Fourier transform to the compact-support domain and to define a scale-invariant correlation structure with heavy-tail limit distribution. In the present paper, we show that the conjugate is a mapping between the source of nonlinearity in non-stationary stochastic processes and the nonlinear coupling which defines the coupled-Gaussian limit distribution. The effects of additive and multiplicative noise are shown to be separable into the coupled-variance and the coupling parameter Q, providing further evidence of the importance of the generalized moments.

cond-mat.stat-mech↗

arXiv2008

The Relationship between Tsallis Statistics, the Fourier Transform, and Nonlinear Coupling

Tsallis statistics (or q-statistics) in nonextensive statistical mechanics is a one-parameter description of correlated states. In this paper we use a translated entropic index: $1 - q \to q$ . The essence of this translation is to improve the mathematical symmetry of the q-algebra and make q directly proportional to the nonlinear coupling. A conjugate transformation is defined $\hat q \equiv \frac{- 2q}{2 + q}$ which provides a dual mapping between the heavy-tail q-Gaussian distributions, whose translated q parameter is between $ - 2 < q < 0$, and the compact-support q-Gaussians, between $0 < q < \infty $ . This conjugate transformation is used to extend the definition of the q-Fourier transform to the domain of compact support. A conjugate q-Fourier transform is proposed which transforms a q-Gaussian into a conjugate $\hat q$ -Gaussian, which has the same exponential decay as the Fourier transform of a power-law function. The nonlinear statistical coupling is defined such that the conjugate pair of q-Gaussians have equal strength but either couple (compact-support) or decouple (heavy-tail) the statistical states. Many of the nonextensive entropy applications can be shown to have physical parameters proportional to the nonlinear statistical coupling.

cs.IT↗