A measure of statistical complexity based on predictive information with application to finite spin systems

We propose the binding information as an information theoretic measure of complexity between multiple random variables, such as those found in the Ising or Potts models of interacting spins, and compare it with several previously proposed measures of statistical complexity, including excess entropy, Bialek et al.?s predictive information, and the multi-information. We discuss and prove some of the properties of binding information, particularly in relation to multi-information and entropy, and show that, in the case of binary random variables, the processes which maximise binding information are the ‘parity’ processes. The computation of binding information is demonstrated on Ising models of finite spin systems, showing that various upper and lower bounds are respected and also that there is a strong relationship between the introduction of high-order interactions and an increase of binding-information. Finally we discuss some of the implications this has for the use of the binding information as a measure of complexity.