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Information and complexity in statistical modeling

Author: Jorma Rissanen
Publisher: New York : Springer, ©2007.
Series: Information science and statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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.  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jorma Rissanen
ISBN: 9780387366104 0387366105 9780387688121 0387688129
OCLC Number: 122308853
Description: xii., 142 pages : illustrations ; 17 cm.
Contents: 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.
Series Title: Information science and statistics.
Responsibility: Jorma Rissanen.
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From the reviews:"Readership: Graduate students and researchers in statistics, computer science and engineering, anyone interested in statistical modelling. This book presents a personal introduction Read more...

 
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