English

Kolmogorov's Algorithmic Mutual Information Is Equivalent to Bayes' Law

Information Theory 2019-07-08 v1 math.IT

Abstract

Given two events AA and BB, Bayes' law is based on the argument that the probability of AA given BB is proportional to the probability of BB given AA. When probabilities are interpreted in the Bayesian sense, Bayes' law constitutes a learning algorithm which shows how one can learn from a new observation to improve their belief in a theory that is consistent with that observation. Kolmogorov's notion of algorithmic information, which is based on the theory of algorithms, proposes an objective measure of the amount of information in a finite string about itself and concludes that for any two finite strings xx and yy, the amount of information in xx about yy is almost equal to the amount of information in yy about xx. We view this conclusion of Kolmogorov as the algorithmic information version of Bayes' law. This can be easily demonstrated if one considers the work of Levin on prefix Kolmogorov complexity and then expresses the amount of Kolmogorov mutual information between two finite strings using Solomonoff's a priori probability.

Keywords

Cite

@article{arxiv.1907.02943,
  title  = {Kolmogorov's Algorithmic Mutual Information Is Equivalent to Bayes' Law},
  author = {Fouad B. Chedid},
  journal= {arXiv preprint arXiv:1907.02943},
  year   = {2019}
}

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8 pages