Determining Principal Component Cardinality through the Principle of Minimum Description Length

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal components. The information-theoreticMDL (Minimum Description Length) principle gives objective compression-based criteria for model selection, but it is difficult to analytically applyits modern definition - NML (Normalized Maximum Likelihood) - to theproblem of PCA. This work shows a general reduction of NML prob-lems to lower-dimension problems. Applying this reduction, it boundsthe NML of PCA, by terms of the NML of linear regression, which areknown.Comment: LOD 201

Minimum Energy Information Fusion in Sensor Networks

In this paper we consider how to organize the sharing of information in a distributed network of sensors and data processors so as to provide explanations for sensor readings with minimal expenditure of energy. We point out that the Minimum Description Length principle provides an approach to information fusion that is more naturally suited to energy minimization than traditional Bayesian approaches. In addition we show that for networks consisting of a large number of identical sensors Kohonen self-organization provides an exact solution to the problem of combining the sensor outputs into minimal description length explanations.Comment: postscript, 8 pages. Paper 65 in Proceedings of The 2nd International Conference on Information Fusio

Structure or Noise?

We show how rate-distortion theory provides a mechanism for automated theory building by naturally distinguishing between regularity and randomness. We start from the simple principle that model variables should, as much as possible, render the future and past conditionally independent. From this, we construct an objective function for model making whose extrema embody the trade-off between a model's structural complexity and its predictive power. The solutions correspond to a hierarchy of models that, at each level of complexity, achieve optimal predictive power at minimal cost. In the limit of maximal prediction the resulting optimal model identifies a process's intrinsic organization by extracting the underlying causal states. In this limit, the model's complexity is given by the statistical complexity, which is known to be minimal for achieving maximum prediction. Examples show how theory building can profit from analyzing a process's causal compressibility, which is reflected in the optimal models' rate-distortion curve--the process's characteristic for optimally balancing structure and noise at different levels of representation.Comment: 6 pages, 2 figures; http://cse.ucdavis.edu/~cmg/compmech/pubs/son.htm