Skip to main content
eScholarship
Open Access Publications from the University of California

UC Davis

UC Davis Previously Published Works bannerUC Davis

Divergent predictive states: The statistical complexity dimension of stationary, ergodic hidden Markov processes.

Published Web Location

https://doi.org/10.1063/5.0050460
Abstract

Even simply defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains, the consequences are dramatic. Their predictive models are generically infinite state. Until recently, one could determine neither their intrinsic randomness nor structural complexity. The prequel to this work introduced methods to accurately calculate the Shannon entropy rate (randomness) and to constructively determine their minimal (though, infinite) set of predictive features. Leveraging this, we address the complementary challenge of determining how structured hidden Markov processes are by calculating their statistical complexity dimension-the information dimension of the minimal set of predictive features. This tracks the divergence rate of the minimal memory resources required to optimally predict a broad class of truly complex processes.

Many UC-authored scholarly publications are freely available on this site because of the UC's open access policies. Let us know how this access is important for you.

Main Content
For improved accessibility of PDF content, download the file to your device.
Current View