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Kolmogorov Structure Function
In 1973, Andrey Kolmogorov proposed a non-probabilistic approach to statistics and model selection. Let each datum be a finite binary string and a model be a finite set of binary strings. Consider model classes consisting of models of given maximal Kolmogorov complexity. The Kolmogorov structure function of an individual data string expresses the relation between the complexity level constraint on a model class and the least log-cardinality of a model in the class containing the data. The structure function determines all stochastic properties of the individual data string: for every constrained model class it determines the individual best-fitting model in the class irrespective of whether the true model is in the model class considered or not. In the classical case we talk about a set of data with a probability distribution, and the properties are those of the expectations. In contrast, here we deal with individual data strings and the properties of the individual string focused on ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov ( rus, Андре́й Никола́евич Колмого́ров, p=ɐnˈdrʲej nʲɪkɐˈlajɪvʲɪtɕ kəlmɐˈɡorəf, a=Ru-Andrey Nikolaevich Kolmogorov.ogg, 25 April 1903 – 20 October 1987) was a Soviet mathematician who contributed to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity. Biography Early life Andrey Kolmogorov was born in Tambov, about 500 kilometers south-southeast of Moscow, in 1903. His unmarried mother, Maria Y. Kolmogorova, died giving birth to him. Andrey was raised by two of his aunts in Tunoshna (near Yaroslavl) at the estate of his grandfather, a well-to-do nobleman. Little is known about Andrey's father. He was supposedly named Nikolai Matveevich Kataev and had been an agronomist. Kataev had been exiled from St. Petersburg to the Yaroslavl province after his participation in the revolutionary ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |