| author: | Cosma Rohilla Shalizi |
|---|---|
| title: | Optimal Nonlinear Prediction of Random Fields on Networks |
| keywords: | Networks, random fields, sufficient statistics, nonlinear prediction, information theory, recursive estimation |
| abstract: | It is increasingly common to encounter time-varying random fields on networks (metabolic networks, sensor arrays, distributed computing, etc.). This paper considers the problem of optimal, nonlinear prediction of these fields, showing from an information-theoretic perspective that it is formally identical to the problem of finding minimal local sufficient statistics. I derive general properties of these statistics, show that they can be composed into global predictors, and explore their recursive estimation properties. For the special case of discrete-valued fields, I describe a convergent algorithm to identify the local predictors from empirical data, with minimal prior information about the field, and no distributional assumptions. |
| If your browser does not display the abstract correctly (because of the different mathematical symbols) you may look it up in the PostScript or PDF files. | |
| reference: | Cosma Rohilla Shalizi (2003), Optimal Nonlinear Prediction of Random Fields on Networks, in Discrete Models for Complex Systems, DMCS'03, Michel Morvan and Éric Rémila (eds.), Discrete Mathematics and Theoretical Computer Science Proceedings AB, pp. 11-30 |
| bibtex: | For a corresponding BibTeX entry, please consider our BibTeX-file. |
| ps.gz-source: | dmAB0102.ps.gz (76 K) |
| ps-source: | dmAB0102.ps (232 K) |
| pdf-source: | dmAB0102.pdf (168 K) |
The first source gives you the `gzipped' PostScript, the second the plain PostScript and the third the format for the Adobe accrobat reader. Depending on the installation of your web browser, at least one of these should (after some amount of time) pop up a window for you that shows the full article. If this is not the case, you should contact your system administrator to install your browser correctly.
Due to limitations of your local software, the two formats may show up differently on your screen. If eg you use xpdf to visualize pdf, some of the graphics in the file may not come across. On the other hand, pdf has a capacity of giving links to sections, bibliography and external references that will not appear with PostScript.