  While Kolmogorov complexity is the accepted absolute measure of information
content of an individual finite object, a similarly absolute notion is needed
for the relation between an individual data sample and an individual model
summarizing the information in the data, for example, a finite set (or
probability distribution) where the data sample typically came from. The
statistical theory based on such relations between individual objects can be
called algorithmic statistics, in contrast to classical statistical theory that
deals with relations between probabilistic ensembles. We develop the
algorithmic theory of statistic, sufficient statistic, and minimal sufficient
statistic. This theory is based on two-part codes consisting of the code for
the statistic (the model summarizing the regularity, the meaningful
information, in the data) and the model-to-data code. In contrast to the
situation in probabilistic statistical theory, the algorithmic relation of
(minimal) sufficiency is an absolute relation between the individual model and
the individual data sample. We distinguish implicit and explicit descriptions
of the models. We give characterizations of algorithmic (Kolmogorov) minimal
sufficient statistic for all data samples for both description modes--in the
explicit mode under some constraints. We also strengthen and elaborate earlier
results on the ``Kolmogorov structure function'' and ``absolutely
non-stochastic objects''--those rare objects for which the simplest models that
summarize their relevant information (minimal sufficient statistics) are at
least as complex as the objects themselves. We demonstrate a close relation
between the probabilistic notions and the algorithmic ones.
