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Information and Complexity in Statistical Modeling

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 t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rissanen, Jorma (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Information Science and Statistics,
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.