Algorithmic Statistics: Forty Years Later.
Algorithmic statistics has two different (and almost orthogonal) motivations. From the philosophical point of view, it tries to formalize how the statistics works and why some statistical models are better than others. After this notion of a "good model" is introduced, a natural question arises: it is possible that for some piece of data there is no good model? If yes, how often these bad ("non-stochastic") data appear "in real life"? Another, more technical motivation comes from algorithmic information theory. In this theory a notion of complexity of a finite object (=amount of information in this object) is introduced; it assigns to every object some number, called its algorithmic complexity (or Kolmogorov complexity). Algorithmic statistic provides a more fine-grained classification: for each finite object some curve is defined that characterizes its behavior. It turns out that several different definitions give (approximately) the same curve. In this survey we try to provide an exposition of the main results in the field (including full proofs for the most important ones), as well as some historical comments. We assume that the reader is familiar with the main notions of algorithmic information (Kolmogorov complexity) theory.
We present a new combinatorial formula for Hall–Littlewood functions associated with the affine root system of type (Formula presented.), i.e., corresponding to the affine Lie algebra (Formula presented.). Our formula has the form of a sum over the elements of a basis constructed by Feigin, Jimbo, Loktev, Miwa and Mukhin in the corresponding irreducible representation. Our formula can be viewed as a weighted sum of exponentials of integer points in a certain infinite-dimensional convex polyhedron. We derive a weighted version of Brion’s theorem and then apply it to our polyhedron to prove the formula. © 2016 Springer International Publishing
A survey of main results in algorithmic statistics
In algorithmic statistics quality of a statistical hypothesis (a model) P for a data x is measured by two parameters: Kolmogorov complexity of the hypothesis and the probability P(x). A class of models SijSij that are the best at this point of view, were discovered. However these models are too abstract. To restrict the class of hypotheses for a data, Vereshchaginintroduced a notion of a strong model for it. An object is called normal if it can be explained by using strong models not worse than without this restriction. In this paper we show that there are “many types” of normal strings. Our second result states that there is a normal object x such that all models SijSij are not strong for x. Our last result states that every best fit strong model for a normal object is again a normal object.
The paper [Harry Buhrman, Michal Kouck ́, Nikolay Vereshcha- y gin. Randomized Individual Communication Complexity. IEEE Con- ference on Computational Complexity 2008: 321-331] considered com- munication complexity of the following problem. Alice has a bi- nary string x and Bob a binary string y, both of length n, and they want to compute or approximate Kolmogorov complexity C(x|y) of x conditional to y. It is easy to show that deterministic communica- tion complexity of approximating C(x|y) with precision α is at least n − 2α − O(1). The above referenced paper asks what is random- ized communication complexity of this problem and shows that for r- round randomized protocols its communication complexity is at least Ω((n/α)1/r ). In this paper, for some positive ε, we show the lower bound 0.99n for (worst case) communication length of any random- ized protocol that with probability at least 0.01 approximates C(x|y) with precision εn for all input pairs.
Looking at a sequence of zeros and ones, we often feel that it is not random, that is, it is not plausible as an outcome of fair coin tossing. Why? The answer is provided by algorithmic information theory: because the sequence is compressible, that is, it has small complexity or, equivalently, can be produced by a short program. This idea, going back to Solomonoff, Kolmogorov, Chaitin, Levin, and others, is now the starting point of algorithmic information theory. The first part of this book is a textbook-style exposition of the basic notions of complexity and randomness; the second part covers some recent work done by participants of the “Kolmogorov seminar” in Moscow (started by Kolmogorov himself in the 1980s) and their colleagues. This book contains numerous exercises (embedded in the text) that will help readers to grasp the material.