Abstract
Biological systems need to process information in real time and must trade off accuracy of presentation and coding costs. Here we operationalize this trade-off and develop an information-theoretic framework that selectively extracts information of the input past that is predictive about the output future, obtaining a generalized eigenvalue problem. Thereby, we unravel the input history in terms of structural phase transitions corresponding to additional dimensions of a state space. We elucidate the relation to canonical correlation analysis and give a numerical example. Altogether, this work relates information-theoretic optimization to the joint problem of system identification and model reduction.
- Received 15 September 2008
DOI:https://doi.org/10.1103/PhysRevE.79.041925
©2009 American Physical Society