3 papers
math.DS2026
Time Series Correlations and Kolmogorov Complexity: A Hausdorff Dimension Perspective
Boumediene Hamzi, Marianne Clausel, Kamal Dingle +2
Spurious correlations are common in time-series analysis because simple, low-complexity patterns can produce high Pearson correlations even between unrelated series. We argue that…
math.DS2025
Retrodicting Chaotic Systems: An Algorithmic Information Theory Approach
Kamal Dingle, Boumediene Hamzi, Marcus Hutter +1
Making accurate inferences about data is a key task in science and mathematics. Here we study the problem of \emph{retrodiction}, inferring past values of a series, in the context…
cs.LG2023
Bridging Algorithmic Information Theory and Machine Learning: A New Approach to Kernel Learning
Boumediene Hamzi, Marcus Hutter, Houman Owhadi
Machine Learning (ML) and Algorithmic Information Theory (AIT) look at Complexity from different points of view. We explore the interface between AIT and Kernel Methods (that are p…