ENGLISH

Information and complexity in statistical modeling

By Jorma Rissanen

Book information

Publisher
Springer
Year
2010
ISBN
9781441922670, 1441922679
Language
english
Format
PDF
Filesize
6 MB (6319115 bytes)
Series
Information Science and Statistics
Edition
1st Edition.
Pages
145\145
Library
kolxoz
Time added
2010-02-18 13:16:04

Description

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.

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