34 research outputs found
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.Comment: Missing proofs adde