Prediction processes
Some kind of weird time series formalism
2021-04-09 — 2021-04-09
Wherein Cosma Shalizi’s Proposal to Unify Ideas by Means of Chains With Complete Connections Is Set Forth as a Formal Lens on Prediction Processes, and Links to Predictive Processing of Mind Are Noted.
dynamical systems
energy
mind
probability
statistics
statmech
Placeholder. I don’t really know, but Cosma Shalizi has opinions on unifying some interesting ideas in this area using chains with complete connections. They just look like POMPDPs to me, but maybe there’s something more to it.
1 References
Blasques, Koopman, and Lucas. 2015. “Information-Theoretic Optimality of Observation-Driven Time Series Models for Continuous Responses.” Biometrika.
Cox, Gudmundsson, Lindgren, et al. 1981. “Statistical Analysis of Time Series: Some Recent Developments [with Discussion and Reply].” Scandinavian Journal of Statistics.
Davis, and Liu. 2012. “Theory and Inference for a Class of Observation-Driven Models with Application to Time Series of Counts.” arXiv:1204.3915 [Math, Stat].
Douc, Roueff, and Sim. 2015. “Handy Sufficient Conditions for the Convergence of the Maximum Likelihood Estimator in Observation-Driven Models.” arXiv:1506.01831 [Math, Stat].
Fernández, and Maillard. n.d. “Chains with Complete Connections: General Theory, Uniqueness, Loss of Memory and Mixing Properties.” Journal of Statistical Physics.
Straumann, and Mikosch. 2006. “Quasi-Maximum-Likelihood Estimation in Conditionally Heteroscedastic Time Series: A Stochastic Recurrence Equations Approach.” The Annals of Statistics.