2001
DOI: 10.1109/18.945257
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Algorithmic statistics

Abstract: Abstract-While Kolmogorov complexity is the accepted absolute measure of information content of an individual finite object, a similarly absolute notion is needed for the relation between an individual data sample and an individual model summarizing the information in the data, for example, a finite set (or probability distribution) where the data sample typically came from. The statistical theory based on such relations between individual objects can be called algorithmic statistics, in contrast to classical … Show more

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Cited by 100 publications
(159 citation statements)
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“…Then the extended common cause principle (Theorem 2) relates stochastic dependence to a property of all Bayesian networks that include the observations. However, the result holds for more general observations (such as binary strings) and for more general notions of mutual information (such as algorithmic mutual information [8]). Therefore, we introduce an "axiomatized" version of mutual information in the following section and describe how it can be connected to a DAG.…”
Section: Introductionmentioning
confidence: 99%
“…Then the extended common cause principle (Theorem 2) relates stochastic dependence to a property of all Bayesian networks that include the observations. However, the result holds for more general observations (such as binary strings) and for more general notions of mutual information (such as algorithmic mutual information [8]). Therefore, we introduce an "axiomatized" version of mutual information in the following section and describe how it can be connected to a DAG.…”
Section: Introductionmentioning
confidence: 99%
“…Let be a set of minimal Kolmogorov complexity among the sets with and . Then Lemma 3: For every set with (6) up to a additive term. Proof: Inequality (6) means that that is, .…”
Section: Definitionmentioning
confidence: 99%
“…This function and the associated Kolmogorov sufficient statistic are partially treated in [19], [24], and [6] and analyzed in detail in [22]. We will show that the structure function approach can be generalized to give an approach to rate distortion and denoising of individual data.…”
Section: A Related Workmentioning
confidence: 99%
“…They were studied in [3,15]. To define non-stochasticity rigorously we have to introduce the notion of the profile of x, which represents the parameters of possible explanations for x.…”
Section: Algorithmic Statisticsmentioning
confidence: 99%