WorldCat Identities

Rissanen, Jorma

Overview
Works: 36 works in 106 publications in 2 languages and 2,442 library holdings
Roles: Author, Editor
Publication Timeline
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Most widely held works by Jorma Rissanen
Stochastic complexity in statistical inquiry by Jorma Rissanen( )

14 editions published between 1989 and 1998 in English and held by 1,244 WorldCat member libraries worldwide

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 "true" data generating distributions are needed, but it also in one stroke leads to calculable expressions in a range of situations of practical interest and links very closely with mainstream statistical theory. The search for the smallest stochastic complexity extends the classical maximum likelihood technique to a new global one, in which models can be compared regardless of their numbers of parameters. The result is a natural and far reaching extension of the traditional theory of estimation, where the Fisher information is replaced by the stochastic complexity and the Cramer-Rao inequality by an extension of the Shannon-Kullback inequality. Ideas are illustrated with applications from parametric and non-parametric regression, density and spectrum estimation, time series, hypothesis testing, contingency tables, and data compression
Information and complexity in statistical modeling by Jorma Rissanen( )

25 editions published between 2007 and 2011 in English and Undetermined and held by 659 WorldCat member libraries worldwide

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
Optimal estimation of parameters by Jorma Rissanen( Book )

8 editions published between 2011 and 2012 in English and held by 265 WorldCat member libraries worldwide

"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for explaining the power of these estimators. Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity. Applications of this powerful technique in hypothesis testing and denoising are described in detail. Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance"--
The mathematics of information coding, extraction, and distribution by George Cybenko( Book )

9 editions published in 1999 in English and held by 207 WorldCat member libraries worldwide

"High performance computing consumes, and generates vast amounts of data, and the storage, retrieval, and transmission of these data are major obstacles to effective use of computing power, Challenges inherent in all of these operations are security, speed, reliability, authentication, and reproducibility. This workshop focused on a wide variety of technical results aimed at meeting these challenges."--Jacket
On the theory of self-adjusting systems designed by use of a functional derivate technique by Jorma Rissanen( Book )

6 editions published between 1964 and 1965 in English and held by 11 WorldCat member libraries worldwide

Information theory and neural nets by Jorma Rissanen( Book )

2 editions published in 1991 in English and held by 4 WorldCat member libraries worldwide

Abstract: "This is a survey of information theory and neural nets."
Coding and complexity by Jorma Rissanen( Book )

2 editions published in 1988 in English and held by 3 WorldCat member libraries worldwide

On optimal number of features in classification by Jorma Rissanen( Book )

2 editions published in 1988 in English and held by 3 WorldCat member libraries worldwide

Abstract: "An optimal number of features in classification problems can be computed by minimization of the stochastic complexity, which represents the shortest code length for the observed class sequence in the training sample, given the features. In particular, for gaussian classification models the complexity can be computed, essentially, in a closed form. Simulations suggest that the results are either comparable or better than with perhaps the best of the known alternative techniques, the cross-validation, depending on the case studied."
Feature selection with stochastic complexity by Jean-Charles Gervaise de Latouche( Book )

2 editions published in 1988 in English and held by 3 WorldCat member libraries worldwide

Complexity of models by Jorma Rissanen( Book )

2 editions published in 1989 in English and held by 3 WorldCat member libraries worldwide

Abstract: "This is a survey of the MDL principle to modeling. As an application we show how the maximum entropy principle is a special case, and we generalize it such that even the number of the mean constraints can be determined."
Estimation of errors-in-variables models by Jorma Rissanen( Book )

2 editions published in 1988 in English and held by 3 WorldCat member libraries worldwide

On universal context modelling for lossless compression of gray- scale images by Thomas J. Watson IBM Research Center( Book )

2 editions published in 1994 in English and held by 3 WorldCat member libraries worldwide

Abstract: "A general framework for universal modeling of two- dimensional, discrete data over large alphabets is proposed. The model, based on a tree structure, is efficiently estimated by a modification of Algorithm Context, which is based on stochastic complexity considerations. Several implementations of the corresponding lossless data compression schemes are described and tested with sample gray-scale images."
Universal prior for parameters and estimation by minimum description length by Jorma Rissanen( Book )

2 editions published in 1981 in English and held by 2 WorldCat member libraries worldwide

Fisher information and stochastic complexity by Jorma Rissanen( Book )

1 edition published in 1993 in English and held by 2 WorldCat member libraries worldwide

Abstract: "By taking into account the Fisher information and removing an inherent redundancy in earlier two-part codes a sharper code length as the stochastic complexity and the associated universal process are derived for a class of parametric processes. The main condition required is that the maximum likelihood estimates satisfy the Central Limit Theorem. The same code length is also obtained from the so-called maximum likelihood code. For i.i.d. processes this code length has the same mean redundancy as the one defined by the mixture density with use of Jeffreys' prior, Clarke and Barron (1993), which is the same for all models and coincides with the channel capacity."
Oppivien ja älykkäiden järjestelmien sovellukset 1994-1998 : väliarviointi by Risto Louhenperä( Book )

2 editions published in 1997 in Finnish and held by 2 WorldCat member libraries worldwide

A fast binary source code by Glen G Langdon( Book )

2 editions published in 1981 in English and held by 2 WorldCat member libraries worldwide

Order estimation in Box-Jenkins model for time series by Jorma Rissanen( Book )

2 editions published in 1981 in English and held by 2 WorldCat member libraries worldwide

Complexity and information in contingency tables by Jorma Rissanen( Book )

2 editions published in 1987 in English and held by 2 WorldCat member libraries worldwide

Stochastic complexity and the maximum entropy principle by Jorma Rissanen( Book )

1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide

On the Theory of self-adjusting systems designed by use of a functional derivative technique by Jorma Rissanen( )

1 edition published in 1965 in English and held by 2 WorldCat member libraries worldwide

 
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Audience level: 0.28 (from 0.02 for Stochastic ... to 0.98 for Oppivien j ...)

Information and complexity in statistical modeling
Covers
The mathematics of information coding, extraction, and distribution
Alternative Names
Jorma Rīsanens

Jorma Rissanen Fins wiskundige

Jorma Rissanen Information theorist

Jorma Rissanen US-amerikanischer Informationstheoretiker

Rissanen, Jorma Johannes 1932-

Йорма Ріссанен

Риссанен, Йорма

جورما ريسانن

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