Information Geometry on Complexity and Stochastic Interaction

Information Geometry on Complexity and Stochastic Interaction
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DOI:
10.3390/e17042432
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发表时间:
2015-04-01
期刊:
影响因子:
2.7
通讯作者:
Ay, Nihat
Ay, Nihat
中科院分区:
物理与天体物理3区
文献类型:
--
作者:
Ay, Nihat

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随机相互作用单元的相互依赖性通常通过所有配置的集合上的静态联合概率分布与相应的因子分解分布的Kullback-Leibler散度来量化。这是一种空间方法,它不描述相互作用的内在时间方面。在本文中,设置扩展到一个动态的版本,时间上的相互依赖性也被捕获通过使用信息几何的马尔可夫链流形。
Interdependencies of stochastically interacting units are usually quantified by the Kullback-Leibler divergence of a stationary joint probability distribution on the set of all configurations from the corresponding factorized distribution. This is a spatial approach which does not describe the intrinsically temporal aspects of interaction. In the present paper, the setting is extended to a dynamical version where temporal interdependencies are also captured by using information geometry of Markov chain manifolds.