arXiv subjects

Kohei Nakajima

Publications and source records attributed to Kohei Nakajima.

59 records · Page 4Linked to original sources

arXiv2014

Symbolic local information transfer

Recently, the permutation-information theoretic approach has been used in a broad range of research fields. In particular, in the study of highdimensional dynamical systems, it has been shown that this approach can be effective in characterizing global properties, including the complexity of their spatiotemporal dynamics. Here, we show that this approach can also be applied to reveal local spatiotemporal profiles of distributed computations existing at each spatiotemporal point in the system. J. T. Lizier et al. have recently introduced the concept of local information dynamics, which consists of information storage, transfer, and modification. This concept has been intensively studied with regard to cellular automata, and has provided quantitative evidence of several characteristic behaviors observed in the system. In this paper, by focusing on the local information transfer, we demonstrate that the application of the permutation-information theoretic approach, which introduces natural symbolization methods, makes the concept easily extendible to systems that have continuous states. We propose measures called symbolic local transfer entropies, and apply these measures to two test models, the coupled map lattice (CML) system and the Bak-Sneppen model (BS-model), to show their relevance to spatiotemporal systems that have continuous states.

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arXiv2013

Permutation Complexity and Coupling Measures in Hidden Markov Models

In [Haruna, T. and Nakajima, K., 2011. Physica D 240, 1370-1377], the authors introduced the duality between values (words) and orderings (permutations) as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their permutation analogues. It has been used to give a simple proof of the equality between the entropy rate and the permutation entropy rate for any finite-alphabet stationary stochastic process and show some results on the excess entropy and the transfer entropy for finite-alphabet stationary ergodic Markov processes. In this paper, we extend our previous results to hidden Markov models and show the equalities between various information theoretic complexity and coupling measures and their permutation analogues. In particular, we show the following two results within the realm of hidden Markov models with ergodic internal processes: the two permutation analogues of the transfer entropy, the symbolic transfer entropy and the transfer entropy on rank vectors, are both equivalent to the transfer entropy if they are considered as the rates, and the directed information theory can be captured by the permutation entropy approach.

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arXiv2013

Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes

Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer entropy by counting the number of occurrences of orderings of values, not the values themselves. It has been suggested that the method of permutation is easy to implement, computationally low cost and robust to noise when applying to real world time series data. In this paper, we initiate a theoretical treatment of the corresponding rates. In particular, we consider the transfer entropy rate and its permutation analogue, the symbolic transfer entropy rate, and show that they are equal for any bivariate finite-alphabet stationary ergodic Markov process. This result is an illustration of the duality method introduced in [T. Haruna and K. Nakajima, Physica D 240, 1370 (2011)]. We also discuss the relationship among the transfer entropy rate, the time-delayed mutual information rate and their permutation analogues.

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arXiv2011

Permutation Excess Entropy and Mutual Information between the Past and Future

We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite blocks in the space of orderings for finite-state stationary ergodic Markov processes. This result may shed a new light on the relationship between complexity and anticipation.

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arXiv2011

Permutation Complexity via Duality between Values and Orderings

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of all permutations of the same length. Second, on this basis, we give an elementary alternative proof of the equality between the permutation entropy rate and the entropy rate for a finite-state stationary stochastic processes first proved in [Amigo, J.M., Kennel, M. B., Kocarev, L., 2005. Physica D 210, 77-95]. Third, we show that further information on the relationship between the structure of values and the structure of orderings for finite-state stationary stochastic processes beyond the entropy rate can be obtained from the established duality. In particular, we prove that the permutation excess entropy is equal to the excess entropy, which is a measure of global correlation present in a stationary stochastic process, for finite-state stationary ergodic Markov processes.

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