Information geometry on complexity and stochastic interaction

Publikationstyp
Journal Article
Date Issued
2015-04-21
Sprache
English
Author(s)
Ay, Nihat  
TORE-URI
http://hdl.handle.net/11420/14052
Journal
Entropy  
Volume
17
Issue
4
Start Page
2432
End Page
2458
Citation
Entropy 17 (4): 2432-2458 (2015)
Publisher DOI
10.3390/e17042432
Scopus ID
2-s2.0-84930331124
Publisher
MDPI
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.
Subjects
Complexity
Information geometry
Kullback-leibler divergence
Markov chains
Random fields
Separability
Stochastic interaction
DDC Class
004: Informatik
510: Mathematik