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Information and Complexity in Statistical Modeling von Rissanen, Jorma (eBook)

  • Erscheinungsdatum: 15.12.2007
  • Verlag: Springer-Verlag
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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 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.

Produktinformationen

    Format: PDF
    Kopierschutz: AdobeDRM
    Seitenzahl: 142
    Erscheinungsdatum: 15.12.2007
    Sprache: Englisch
    ISBN: 9780387688121
    Verlag: Springer-Verlag
    Größe: 6246kBytes
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