Optimal Nonlinear Prediction of Random Fields on Networks

  title={Optimal Nonlinear Prediction of Random Fields on Networks},
  author={Cosma Rohilla Shalizi},
It is increasingly common to encounter time-varying random fields on networks (metabolic networks, sensor arrays, distributed computing, etc.). This paper considers the problem of optimal, nonlinear prediction of these fields, showing from an information-theoretic perspective that it is formally identical to the problem of finding minimal local sufficient statistics. I derive general properties of these statistics, show that they can be composed into global predictors, and explore their… CONTINUE READING
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