Difference between revisions of "Open Problems:56"

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(Created page with "{{Header |title=Efficient measures of ''surprisingness'' of sequences |source=dortmund12 |who=Rina Panigrahy }} Consider a sequence of iid random bits $S\in\{0,1\}^n$. '''Que...")
 
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{{Header
 
{{Header
|title=Efficient measures of ''surprisingness'' of sequences
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|title=Efficient Measures of “Surprisingness” of Sequences
 
|source=dortmund12
 
|source=dortmund12
 
|who=Rina Panigrahy
 
|who=Rina Panigrahy
 
}}
 
}}
Consider a sequence of iid random bits $S\in\{0,1\}^n$.
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Consider a sequence of i.i.d. random bits $S\in\{0,1\}^n$.
  
'''Question''': Find efficient measures of how surprising/unbelievable $S$
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'''Question:''' Find efficient measures of how surprising/unbelievable $S$
 
appears to be. (Good heuristic for measuring how probable/improbably a
 
appears to be. (Good heuristic for measuring how probable/improbably a
 
string is.)
 
string is.)
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would correspond to taking the entropy of the empirical frequencies of
 
would correspond to taking the entropy of the empirical frequencies of
 
0s and 1s). However, it fails to say that a string like
 
0s and 1s). However, it fails to say that a string like
$(0,0,...0,1,1,...1)$ is surprising (from the point of view of
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$(0,0,\ldots,0,1,1,\ldots,1)$ is surprising (from the point of view of
 
densities it looks pretty random).
 
densities it looks pretty random).
  

Revision as of 04:53, 12 December 2012

Suggested by Rina Panigrahy
Source Dortmund 2012
Short link https://sublinear.info/56

Consider a sequence of i.i.d. random bits $S\in\{0,1\}^n$.

Question: Find efficient measures of how surprising/unbelievable $S$ appears to be. (Good heuristic for measuring how probable/improbably a string is.)

For example, if we see $0,0,0,\ldots $, we won't believe it is random (i.e., it is surprising.)

One existing measure is the ($k^{th}$-order) Shannon entropy $H_k$ ($H_0$ would correspond to taking the entropy of the empirical frequencies of 0s and 1s). However, it fails to say that a string like $(0,0,\ldots,0,1,1,\ldots,1)$ is surprising (from the point of view of densities it looks pretty random).

Ideal solution is to consider the Kolmogorov complexity, but it is hard (impossible) to compute.

A particular setting of the strings to consider may be: suppose each bit is generated from a biased independent coin, but the bias of the coin changes (slowly?) over time. Is there a good compression here?