Related papers: Conditional automatic complexity and its metrics
There are (at least) three approaches to quantifying information. The first, algorithmic information or Kolmogorov complexity, takes events as strings and, given a universal Turing machine, quantifies the information content of a string as…
The fine approach to measure information dependence is based on the total conditional complexity CT(y|x), which is defined as the minimal length of a total program that outputs y on the input x. It is known that the total conditional…
Effective complexity measures the information content of the regularities of an object. It has been introduced by M. Gell-Mann and S. Lloyd to avoid some of the disadvantages of Kolmogorov complexity, also known as algorithmic information…
Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…
A practical measure for the complexity of sequences of symbols (``strings'') is introduced that is rooted in automata theory but avoids the problems of Kolmogorov-Chaitin complexity. This physical complexity can be estimated for ensembles…
Information distance is a parameter-free similarity measure based on compression, used in pattern recognition, data mining, phylogeny, clustering, and classification. The notion of information distance is extended from pairs to multiples…
We formulate the conditional Kolmogorov complexity of x given y at precision r, where x and y are points in Euclidean spaces and r is a natural number. We demonstrate the utility of this notion in two ways. 1. We prove a point-to-set…
We survey the diverse approaches to the notion of information content: from Shannon entropy to Kolmogorov complexity. The main applications of Kolmogorov complexity are presented namely, the mathematical notion of randomness (which goes…
The Kolmogorov complexity of a string is the length of its shortest description. We define a second quantised Kolmogorov complexity where the length of a description is defined to be the average length of its superposition. We discuss this…
In analogy of classical Kolmogorov complexity we develop a theory of the algorithmic information in bits contained in any one of continuously many pure quantum states: quantum Kolmogorov complexity. Classical Kolmogorov complexity coincides…
There is no single universally accepted definition of "Complexity". There are several perspectives on complexity and what constitutes complex behaviour or complex systems, as opposed to regular, predictable behaviour and simple systems. In…
The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…
We consider options that pay the complexity deficiency of a sequence of up and down ticks of a stock upon exercise. We study the price of European and American versions of this option numerically for automatic complexity, and theoretically…
The normalized information distance is a universal distance measure for objects of all kinds. It is based on Kolmogorov complexity and thus uncomputable, but there are ways to utilize it. First, compression algorithms can be used to…
In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…
In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…
A measure for the complexity of a differentiable function f(x) on an interval is introduced. It is based on approximations of the function by piecewise constant functions. The measure takes into account the quality of the approximation and…
We review several statistical complexity measures proposed over the last decade and a half as general indicators of structure or correlation. Recently, Lopez-Ruiz, Mancini, and Calbet [Phys. Lett. A 209 (1995) 321] introduced another…
Some aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a…
Given a reference computer, Kolmogorov complexity is a well defined function on all binary strings. In the standard approach, however, only the asymptotic properties of such functions are considered because they do not depend on the…