Information and Complexity in Statistical Modeling

• Main Author: Rissanen, Jorma (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2007.
• Series: Information Science and Statistics,
• Subjects: Mathematics.; Coding theory.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Coding and Information Theory.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

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 t...

Table of 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.