Discrete Information Dynamics with Confidence via the Computational Mechanics Bootstrap: Confidence Sets and Significance Tests for Information-Dynamic Measures

David Darmon
2020 Entropy  
Information dynamics and computational mechanics provide a suite of measures for assessing the information- and computation-theoretic properties of complex systems in the absence of mechanistic models. However, both approaches lack a core set of inferential tools needed to make them more broadly useful for analyzing real-world systems, namely reliable methods for constructing confidence sets and hypothesis tests for their underlying measures. We develop the computational mechanics bootstrap, a
more » ... ootstrap method for constructing confidence sets and significance tests for information-dynamic measures via confidence distributions using estimates of ϵ -machines inferred via the Causal State Splitting Reconstruction (CSSR) algorithm. Via Monte Carlo simulation, we compare the inferential properties of the computational mechanics bootstrap to a Markov model bootstrap. The computational mechanics bootstrap is shown to have desirable inferential properties for a collection of model systems and generally outperforms the Markov model bootstrap. Finally, we perform an in silico experiment to assess the computational mechanics bootstrap's performance on a corpus of ϵ -machines derived from the activity patterns of fifteen-thousand Twitter users.
doi:10.3390/e22070782 pmid:33286553 fatcat:3h62sdqslzcqxc3gu5xqa5hhzm