Melchert O, Hartmann A K
Institut für Physik, Universität Oldenburg, Carl-von-Ossietzky Strasse, 26111 Oldenburg, Germany.
Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Feb;91(2):023306. doi: 10.1103/PhysRevE.91.023306. Epub 2015 Feb 13.
In this work we consider information-theoretic observables to analyze short symbolic sequences, comprising time series that represent the orientation of a single spin in a two-dimensional (2D) Ising ferromagnet on a square lattice of size L(2)=128(2) for different system temperatures T. The latter were chosen from an interval enclosing the critical point T(c) of the model. At small temperatures the sequences are thus very regular; at high temperatures they are maximally random. In the vicinity of the critical point, nontrivial, long-range correlations appear. Here we implement estimators for the entropy rate, excess entropy (i.e., "complexity"), and multi-information. First, we implement a Lempel-Ziv string-parsing scheme, providing seemingly elaborate entropy rate and multi-information estimates and an approximate estimator for the excess entropy. Furthermore, we apply easy-to-use black-box data-compression utilities, providing approximate estimators only. For comparison and to yield results for benchmarking purposes, we implement the information-theoretic observables also based on the well-established M-block Shannon entropy, which is more tedious to apply compared to the first two "algorithmic" entropy estimation procedures. To test how well one can exploit the potential of such data-compression techniques, we aim at detecting the critical point of the 2D Ising ferromagnet. Among the above observables, the multi-information, which is known to exhibit an isolated peak at the critical point, is very easy to replicate by means of both efficient algorithmic entropy estimation procedures. Finally, we assess how good the various algorithmic entropy estimates compare to the more conventional block entropy estimates and illustrate a simple modification that yields enhanced results.
在这项工作中,我们考虑信息论可观测量来分析短符号序列,这些序列包含表示二维(2D)伊辛铁磁体中单个自旋取向的时间序列,该铁磁体位于大小为(L(2)=128(2))的方形晶格上,对应不同的系统温度(T)。温度(T)是从包含模型临界点(T(c))的区间中选取的。因此,在低温下序列非常规则;在高温下它们则具有最大随机性。在临界点附近,会出现非平凡的长程相关性。在这里,我们实现了熵率、超额熵(即“复杂度”)和多信息的估计器。首先,我们实现了一种莱姆尔 - 齐夫字符串解析方案,它能提供看似精细的熵率和多信息估计以及超额熵的近似估计器。此外,我们应用了易于使用的黑箱数据压缩实用程序,它们仅提供近似估计器。为了进行比较并得出用于基准测试的结果,我们还基于成熟的(M)块香农熵实现了信息论可观测量,与前两种“算法”熵估计程序相比,应用起来更繁琐。为了测试能多好地利用此类数据压缩技术的潜力,我们旨在检测二维伊辛铁磁体的临界点。在上述可观测量中,已知多信息在临界点处会出现一个孤立峰值,通过两种高效的算法熵估计程序都很容易重现。最后,我们评估各种算法熵估计与更传统的块熵估计相比有多好,并说明了一种能产生更好结果的简单修改方法。