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Information geometry on complexity and stochastic interaction
Publikationstyp
Journal Article
Date Issued
2015-04-21
Sprache
English
Author(s)
Journal
Volume
17
Issue
4
Start Page
2432
End Page
2458
Citation
Entropy 17 (4): 2432-2458 (2015)
Publisher DOI
Scopus ID
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