arXiv subjects

Kristina Lisa Shalizi

Publications and source records attributed to Kristina Lisa Shalizi.

4 recordsLinked to original sources

arXiv2005

Quantifying Self-Organization in Cyclic Cellular Automata

Cyclic cellular automata (CCA) are models of excitable media. Started from random initial conditions, they produce several different kinds of spatial structure, depending on their control parameters. We introduce new tools from information theory that let us calculate the dynamical information content of spatial random processes. This complexity measure allows us to quantitatively determine the rate of self-organization of these cellular automata, and establish the relationship between parameter values and self-organization in CCA. The method is very general and can easily be applied to other cellular automata or even digitized experimental data.

nlin.AO↗

arXiv2004

Quantifying Self-Organization with Optimal Predictors

Despite broad interest in self-organizing systems, there are few quantitative, experimentally-applicable criteria for self-organization. The existing criteria all give counter-intuitive results for important cases. In this Letter, we propose a new criterion, namely an internally-generated increase in the statistical complexity, the amount of information required for optimal prediction of the system's dynamics. We precisely define this complexity for spatially-extended dynamical systems, using the probabilistic ideas of mutual information and minimal sufficient statistics. This leads to a general method for predicting such systems, and a simple algorithm for estimating statistical complexity. The results of applying this algorithm to a class of models of excitable media (cyclic cellular automata) strongly support our proposal.

nlin.AO↗

arXiv2004

Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences

We present a new method for nonlinear prediction of discrete random sequences under minimal structural assumptions. We give a mathematical construction for optimal predictors of such processes, in the form of hidden Markov models. We then describe an algorithm, CSSR (Causal-State Splitting Reconstruction), which approximates the ideal predictor from data. We discuss the reliability of CSSR, its data requirements, and its performance in simulations. Finally, we compare our approach to existing methods using variable-length Markov models and cross-validated hidden Markov models, and show theoretically and experimentally that our method delivers results superior to the former and at least comparable to the latter.

cs.LG↗

arXiv2002

An Algorithm for Pattern Discovery in Time Series

We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior exhibited in the data -- the underlying process's causal states. Unlike conventional methods for fitting hidden Markov models (HMMs) to data, our algorithm makes no assumptions about the process's causal architecture (the number of hidden states and their transition structure), but rather infers it from the data. It starts with assumptions of minimal structure and introduces complexity only when the data demand it. Moreover, the causal states it infers have important predictive optimality properties that conventional HMM states lack. We introduce the algorithm, review the theory behind it, prove its asymptotic reliability, use large deviation theory to estimate its rate of convergence, and compare it to other algorithms which also construct HMMs from data. We also illustrate its behavior on an example process, and report selected numerical results from an implementation.

cs.LG↗