Jorma Rissanen
Information and Complexity in Statistical Modeling
Paperback Engels 2010 9781441922670
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
No statistical model is "true" or "false," "right" or "wrong"; the models just have varying performance, which can be assessed. The main theme in this book is to teach modeling based on the principle that the objective is to extract the information from data that can be learned with suggested classes of probability models. The intuitive and fundamental concepts of complexity, learnable information, and noise are formalized, which provides a firm information theoretic foundation for statistical modeling. Although the prerequisites include only basic probability calculus and statistics, a moderate level of mathematical proficiency would be beneficial.
Specificaties
ISBN13:9781441922670
Taal:Engels
Bindwijze:paperback
Aantal pagina's:142
Uitgever:Springer New York
Druk:0
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Inhoudsopgave
Information and Coding.- Shannon-Wiener Information.- Coding of Random Processes.- Statistical Modeling.- Kolmogorov Complexity.- Stochastic Complexity.- Structure Function.- Optimally Distinguishable Models.- The MDL Principle.- Applications.
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