Stochastic complexity in statistical inquiry /

This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rissanen, Jorma (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; River Edge, NJ : World Scientific, 1989.
Colección:Series in computer science ; v. 15.
Temas:
Machine theory.
Computational complexity.
Stochastic processes.
Théorie des automates.
Complexité de calcul (Informatique)
Processus stochastiques.
MATHEMATICS > Infinity.
MATHEMATICS > Logic.
Stochastische processen.
Statistiek.
Informatietheorie.
Entropie (informatietheorie)
Automates mathématiques, Théorie des.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1 INTRODUCTION; 2 MODELS, CODES, AND COMPLEXITY; 3 STOCHASTIC COMPLEXITY; 4 MODEL VALIDATION; 5 LINEAR REGRESSION; 6 TIME SERIES; 7 APPLICATIONS.

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