Optimal Nonlinear Prediction of Random Fields on Networks
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03), DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03) (2003)
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It is increasingly common to encounter time-varying random fields on networks (metabolic networks, sensor arrays, distributed computing, etc.).This paper considers the problem of optimal, nonlinear prediction of these fields, showing from an information-theoretic perspective that it is formally identical to the problem of finding minimal local sufficient statistics.I derive general properties of these statistics, show that they can be composed into global predictors, and explore their recursive estimation properties.For the special case of discrete-valued fields, I describe a convergent algorithm to identify the local predictors from empirical data, with minimal prior information about the field, and no distributional assumptions.
@article{DMTCS_2003_special_247_a9,
author = {Shalizi, Cosma Rohilla},
title = {Optimal {Nonlinear} {Prediction} of {Random} {Fields} on {Networks}},
journal = {Discrete mathematics & theoretical computer science},
year = {2003},
volume = {DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03)},
doi = {10.46298/dmtcs.2310},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2310/}
}
TY - JOUR AU - Shalizi, Cosma Rohilla TI - Optimal Nonlinear Prediction of Random Fields on Networks JO - Discrete mathematics & theoretical computer science PY - 2003 VL - DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03) UR - http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2310/ DO - 10.46298/dmtcs.2310 LA - en ID - DMTCS_2003_special_247_a9 ER -
%0 Journal Article %A Shalizi, Cosma Rohilla %T Optimal Nonlinear Prediction of Random Fields on Networks %J Discrete mathematics & theoretical computer science %D 2003 %V DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03) %U http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2310/ %R 10.46298/dmtcs.2310 %G en %F DMTCS_2003_special_247_a9
Shalizi, Cosma Rohilla. Optimal Nonlinear Prediction of Random Fields on Networks. Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03), DMTCS Proceedings vol. AB, Discrete Models for Complex Systems (DMCS'03) (2003). doi: 10.46298/dmtcs.2310
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