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How Hidden are Hidden Processes? A Primer on Crypticity and Entropy Convergence (1108.1510v1)

Published 6 Aug 2011 in physics.data-an, cond-mat.stat-mech, cs.IT, math.DS, math.IT, math.ST, nlin.CD, and stat.TH

Abstract: We investigate a stationary process's crypticity---a measure of the difference between its hidden state information and its observed information---using the causal states of computational mechanics. Here, we motivate crypticity and cryptic order as physically meaningful quantities that monitor how hidden a hidden process is. This is done by recasting previous results on the convergence of block entropy and block-state entropy in a geometric setting, one that is more intuitive and that leads to a number of new results. For example, we connect crypticity to how an observer synchronizes to a process. We show that the block-causal-state entropy is a convex function of block length. We give a complete analysis of spin chains. We present a classification scheme that surveys stationary processes in terms of their possible cryptic and Markov orders. We illustrate related entropy convergence behaviors using a new form of foliated information diagram. Finally, along the way, we provide a variety of interpretations of crypticity and cryptic order to establish their naturalness and pervasiveness. Hopefully, these will inspire new applications in spatially extended and network dynamical systems.

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