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Related papers: Algorithmic information theory and martingales

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In 2002, in a seminal article, Christoph Bandt and Bernd Pompe proposed a new methodology for the analysis of complex time series, now known as Ordinal Analysis. The ordinal methodology is based on the computation of symbols (known as…

Data Analysis, Statistics and Probability · Physics 2022-06-07 Inmaculada Leyva , Johann Martinez , Cristina Masoller , Osvaldo A. Rosso , Massimiliano Zanin

The goal of this introductory survey is to present the major developments of algorithmic randomness with an eye toward its historical development. While two highly comprehensive books and one thorough survey article have been written on the…

Logic · Mathematics 2020-04-07 Johanna N. Y. Franklin , Christopher P. Porter

The outcome of all time series cannot be forecast, e.g. the flipping of a fair coin. Others, like the repeated {01} sequence {010101...} can be forecast exactly. Algorithmic information theory can provide a measure of forecastability that…

Information Theory · Computer Science 2023-12-04 Glauco Amigo , Daniel Andrés Díaz-Pachón , Robert J. Marks , Charles Baylis

We present arguments for the formulation of unified approach to different standard continuous inference methods from partial information. It is claimed that an explicit partition of information into a priori (prior knowledge) and a…

Machine Learning · Statistics 2012-12-07 Mark A. Kon , Leszek Plaskota

In 1686 in his Discours de Metaphysique, Leibniz points out that if an arbitrarily complex theory is permitted then the notion of "theory" becomes vacuous because there is always a theory. This idea is developed in the modern theory of…

History and Overview · Mathematics 2007-05-23 G. J. Chaitin

This article is a brief personal account of the past, present, and future of algorithmic randomness, emphasizing its role in inductive inference and artificial intelligence. It is written for a general audience interested in science and…

Information Theory · Computer Science 2012-02-10 Marcus Hutter

Algorithmic statistics considers the following problem: given a binary string $x$ (e.g., some experimental data), find a "good" explanation of this data. It uses algorithmic information theory to define formally what is a good explanation.…

Machine Learning · Computer Science 2015-09-21 Alexey Milovanov

The information in an individual finite object (like a binary string) is commonly measured by its Kolmogorov complexity. One can divide that information into two parts: the information accounting for the useful regularity present in the…

Computational Complexity · Computer Science 2007-05-23 Paul Vitanyi

Understanding how knowledge is created and propagates within groups is crucial to explain how human populations have evolved through time. Anthropologists have relied on different theoretical models to address this question. In this work,…

Dynamical Systems · Mathematics 2019-11-14 Sylvain Billiard , Maxime Derex , Ludovic Maisonneuve , Thomas Rey

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

Quantum Martin-L\"of randomness (q-MLR) for infinite qubit sequences was introduced by Nies and Scholz. We define a notion of quantum Solovay randomness which is equivalent to q-MLR. The proof of this goes through a purely linear algebraic…

Quantum Physics · Physics 2021-02-11 Tejas Bhojraj

Since their appearance in the 1950s, computational models capable of performing probabilistic choices have received wide attention and are nowadays pervasive in almost every areas of computer science. Their development was also inextricably…

Logic in Computer Science · Computer Science 2024-09-19 Melissa Antonelli , Ugo Dal Lago , Paolo Pistone

Two objects are independent if they do not affect each other. Independence is well-understood in classical information theory, but less in algorithmic information theory. Working in the framework of algorithmic information theory, the paper…

Information Theory · Computer Science 2008-02-05 Cristian Calude , Marius Zimand

We define a notion of randomness for individual and collections of formal languages based on automatic martingales acting on sequences of words from some underlying domain. An automatic martingale bets if the incoming word belongs to the…

Formal Languages and Automata Theory · Computer Science 2018-02-20 Birzhan Moldagaliyev

We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…

Logic in Computer Science · Computer Science 2015-07-01 Bjørn Kjos-Hanssen , Paul Kim Long V. Nguyen , Jason Rute

A remarkable achievement in algorithmic randomness and algorithmic information theory was the discovery of the notions of K-trivial, K-low and Martin-Lof-random-low sets: three different definitions turns out to be equivalent for very…

Logic · Mathematics 2015-10-02 Laurent Bienvenu , Alexander Shen

This paper reviews the checkered history of predictive distributions in statistics and discusses two developments, one from recent literature and the other new. The first development is bringing predictive distributions into machine…

Machine Learning · Computer Science 2017-10-25 Vladimir Vovk , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

We reminisce and discuss applications of algorithmic probability to a wide range of problems in artificial intelligence, philosophy and technological society. We propose that Solomonoff has effectively axiomatized the field of artificial…

Information Theory · Computer Science 2014-01-17 Eray Özkural

The population protocol model introduced by Angluin et al. in 2006 offers a theoretical framework for designing and analyzing distributed algorithms among limited-resource mobile agents. While the original population protocol model…

Cryptography and Security · Computer Science 2023-05-05 Talley Amir , James Aspnes

Two algorithms proposed by Leo Breiman : CART trees (Classification And Regression Trees for) introduced in the first half of the 80s and random forests emerged, meanwhile, in the early 2000s, are the subject of this article. The goal is to…

Methodology · Statistics 2017-01-23 Robin Genuer , Jean-Michel Poggi