On the complexity of statistical models admitting correlations

DOI10.1088/0031-8949/82/03/035007MaRDI QIDQ3162752zbMATH OpenOpenAlexFDO

Authors Carlo Cafaro, Stefano Mancini

Publication date 21 October 2010

Published in Physica Scripta (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0905.2907

zbMATH Keywords

diagonalization procedureinformation geometric compressionsystem macro-states

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Gaussian processes (60G15) Other physical applications of random processes (60K40)

Abstract: We compute the asymptotic temporal behavior of the dynamical complexity associated with the maximum probability trajectories on Gaussian statistical manifolds in presence of correlations between the variables labeling the macrostates of the system. The algorithmic structure of our asymptotic computations is presented and special focus is devoted to the diagonalization procedure that allows to simplify the problem in a remarkable way. We observe a power law decay of the information geometric complexity at a rate determined by the correlation coefficient. We conclude that macro-correlations lead to the emergence of an asymptotic information geometric compression of the statistical macrostates explored on the configuration manifold of the model in its evolution between the initial and final macrostates.

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Cited in

(4)

• An information geometric perspective on the complexity of macroscopic predictions arising from incomplete information
• Information geometric complexity of a trivariate Gaussian statistical model
• Theoretical investigations of an information geometric approach to complexity
• Quantifying the complexity of geodesic paths on curved statistical manifolds through information geometric entropies and Jacobi fields

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