Past-future information bottleneck in dynamical systems
Past-future information bottleneck in dynamical systems
复制标题
DOI:
10.1103/physreve.79.041925
复制
发表时间:
2009-04-01
影响因子:
2.4
通讯作者:
Tishby, Naftali
中科院分区:
文献类型:
--
作者:
Creutzig, Felix;Globerson, Amir;Tishby, Naftali
Biological systems need to process information in real time and must trade off accuracy of presentation and coding costs. Here we operationalize this trade-off and develop an information-theoretic framework that selectively extracts information of the input past that is predictive about the output future, obtaining a generalized eigenvalue problem. Thereby, we unravel the input history in terms of structural phase transitions corresponding to additional dimensions of a state space. We elucidate the relation to canonical correlation analysis and give a numerical example. Altogether, this work relates information-theoretic optimization to the joint problem of system identification and model reduction.