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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Rissanen, Jorma (Author)
Format: Electronic eBook
Language:Inglés
Published: Singapore ; River Edge, NJ : World Scientific, 1989.
Series:Series in computer science ; v. 15.
Subjects:
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.
Online Access:Texto completo
Table of Contents:
  • 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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