Topology, Convergence, and Reconstruction of Predictive States

DOI10.1016/J.PHYSD.2022.133621MaRDI QIDQ6378017arXivFDO

Authors Samuel P. Loomis, James P. Crutchfield

Publication date 19 September 2021

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.PHYSD.2022.133621

Mathematics Subject Classification ID

Symbolic dynamics (37B10) Generation, random and stochastic difference and differential equations (37H10) Prediction theory (aspects of stochastic processes) (60G25) Discrete-time Markov processes on general state spaces (60J05)

arXiv classification

cond-mat.stat-mechcs.LGmath.DSmath.STnlin.CDstat.TH

Abstract: Predictive equivalence in discrete stochastic processes have been applied with great success to identify randomness and structure in statistical physics and chaotic dynamical systems and to inferring hidden Markov models. We examine the conditions under which they can be reliably reconstructed from time-series data, showing that convergence of predictive states can be achieved from empirical samples in the weak topology of measures. Moreover, predictive states may be represented in Hilbert spaces that replicate the weak topology. We mathematically explain how these representations are particularly beneficial when reconstructing high-memory processes and connect them to reproducing kernel Hilbert spaces.

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