Information and Complexity in Statistical Modeling (English, Jorma Rissanen)
Springer

Information and Complexity in Statistical Modeling (English, Jorma Rissanen)

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Book Details

ISBN-139780387366104
ISBN-100387366105

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About the Book

This volume presents a different, yet logically unassailable, view of statistical modeling. It details a method of 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 mode…

ISBN: 9780387366104

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