The Bactra Review Stochastic
Complexity in Statistical Inquiry

To toot my own horn while rolling some logs, see: J. P. Crutchfield and
K. Young, ``Inferring Statistical Complexity,'' Physical Review
Letters **63** (1989) 105--108 and J. P. Crutchfield, ``The
Calculi of Emergence: Computation, Dynamics, and Induction,'' Physica
D **75** (1994) 11--54 for the essence of how to do this,
and various programmatic statements. For proofs of optimality, see
C. R. Shalizi and J. P. Crutchfield, ``Computational
Mechanics: Pattern and Prediction, Structure and Simplicity,'' SFI Working
Paper 99-07-044.