Stochastic Complexity And Statistics

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Stochastic Complexity In Statistical Inquiry

Author : Jorma Rissanen
Publisher : World Scientific
ISBN 13 : 9814507407
Total Pages : 191 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Stochastic Complexity In Statistical Inquiry by : Jorma Rissanen

Download or read book Stochastic Complexity In Statistical Inquiry written by Jorma Rissanen and published by World Scientific. This book was released on 1998-10-07 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Complexity in Statistical Inquiry

Author : Jorma Rissanen
Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789971508593
Total Pages : 177 pages
Book Rating : 4.5/5 (85 download)

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Book Synopsis Stochastic Complexity in Statistical Inquiry by : Jorma Rissanen

Download or read book Stochastic Complexity in Statistical Inquiry written by Jorma Rissanen and published by World Scientific Publishing Company Incorporated. This book was released on 1989-01-01 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Complexity and Statistics

Author : International Business Machines Corporation. Research Division
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis Stochastic Complexity and Statistics by : International Business Machines Corporation. Research Division

Download or read book Stochastic Complexity and Statistics written by International Business Machines Corporation. Research Division and published by . This book was released on 1990 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information and Complexity in Statistical Modeling

Author : Jorma Rissanen
Publisher : Springer Science & Business Media
ISBN 13 : 0387688129
Total Pages : 145 pages
Book Rating : 4.3/5 (876 download)

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Book Synopsis Information and Complexity in Statistical Modeling by : Jorma Rissanen

Download or read book Information and Complexity in Statistical Modeling written by Jorma Rissanen and published by Springer Science & Business Media. This book was released on 2007-12-15 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Complexity in Statistical Inquiry Theory

Author : Jorma Rissanen
Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810203115
Total Pages : 188 pages
Book Rating : 4.2/5 (31 download)

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Book Synopsis Stochastic Complexity in Statistical Inquiry Theory by : Jorma Rissanen

Download or read book Stochastic Complexity in Statistical Inquiry Theory written by Jorma Rissanen and published by World Scientific Publishing Company Incorporated. This book was released on 1989-08-01 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Complexity and Model Selection

Author : T. P. Speed
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (219 download)

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Book Synopsis Stochastic Complexity and Model Selection by : T. P. Speed

Download or read book Stochastic Complexity and Model Selection written by T. P. Speed and published by . This book was released on 1989 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Interacting Stochastic Systems

Author : Jean-Dominique Deuschel
Publisher : Springer Science & Business Media
ISBN 13 : 3540271104
Total Pages : 443 pages
Book Rating : 4.5/5 (42 download)

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Book Synopsis Interacting Stochastic Systems by : Jean-Dominique Deuschel

Download or read book Interacting Stochastic Systems written by Jean-Dominique Deuschel and published by Springer Science & Business Media. This book was released on 2005-12-05 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: Core papers emanating from the research network, DFG-Schwerpunkt: Interacting stochastic systems of high complexity.

Advanced Statistical Methods for the Analysis of Large Data-Sets

Author : Agostino Di Ciaccio
Publisher : Springer Science & Business Media
ISBN 13 : 3642210376
Total Pages : 464 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Advanced Statistical Methods for the Analysis of Large Data-Sets by : Agostino Di Ciaccio

Download or read book Advanced Statistical Methods for the Analysis of Large Data-Sets written by Agostino Di Ciaccio and published by Springer Science & Business Media. This book was released on 2012-03-05 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”

Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach

Author : H. Bozdogan
Publisher : Springer Science & Business Media
ISBN 13 : 9401108005
Total Pages : 421 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach by : H. Bozdogan

Download or read book Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach written by H. Bozdogan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: Often a statistical analysis involves use of a set of alternative models for the data. A "model-selection criterion" is a formula which provides a figure-of merit for the alternative models. Generally the alternative models will involve different numhers of parameters. Model-selection criteria take into account hoth the goodness-or-fit of a model and the numher of parameters used to achieve that fit. 1.1. SETS OF ALTERNATIVE MODELS Thus the focus in this paper is on data-analytic situations ill which there is consideration of a set of alternative models. Choice of a suhset of explanatory variahles in regression, the degree of a polynomial regression, the number of factors in factor analysis, or the numher of dusters in duster analysis are examples of such situations. 1.2. MODEL SELECTION VERSUS HYPOTHESIS TESTING In exploratory data analysis or in a preliminary phase of inference an approach hased on model-selection criteria can offer advantages over tests of hypotheses. The model-selection approach avoids the prohlem of specifying error rates for the tests. With model selection the focus can he on simultaneous competition between a hroad dass of competing models rather than on consideration of a sequence of simpler and simpler models.

Applied Probability

Author : Valérie Girardin
Publisher : Springer
ISBN 13 : 3319974122
Total Pages : 270 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Applied Probability by : Valérie Girardin

Download or read book Applied Probability written by Valérie Girardin and published by Springer. This book was released on 2018-09-12 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

Classification of Binary Vectors by Stochastic Complexity

Author : M. Gyllenberg
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Classification of Binary Vectors by Stochastic Complexity by : M. Gyllenberg

Download or read book Classification of Binary Vectors by Stochastic Complexity written by M. Gyllenberg and published by . This book was released on 1996 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Theory of Stochastic Processes

Author : Dmytro Gusak
Publisher : Springer Science & Business Media
ISBN 13 : 0387878629
Total Pages : 379 pages
Book Rating : 4.3/5 (878 download)

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Book Synopsis Theory of Stochastic Processes by : Dmytro Gusak

Download or read book Theory of Stochastic Processes written by Dmytro Gusak and published by Springer Science & Business Media. This book was released on 2010-07-10 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

Introduction to Statistics

Author : Wolfgang Karl Härdle
Publisher : Springer
ISBN 13 : 3319177044
Total Pages : 532 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Introduction to Statistics by : Wolfgang Karl Härdle

Download or read book Introduction to Statistics written by Wolfgang Karl Härdle and published by Springer. This book was released on 2015-12-25 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers all the topics found in introductory descriptive statistics courses, including simple linear regression and time series analysis, the fundamentals of inferential statistics (probability theory, random sampling and estimation theory), and inferential statistics itself (confidence intervals, testing). Each chapter starts with the necessary theoretical background, which is followed by a variety of examples. The core examples are based on the content of the respective chapter, while the advanced examples, designed to deepen students’ knowledge, also draw on information and material from previous chapters. The enhanced online version helps students grasp the complexity and the practical relevance of statistical analysis through interactive examples and is suitable for undergraduate and graduate students taking their first statistics courses, as well as for undergraduate students in non-mathematical fields, e.g. economics, the social sciences etc.

Computing Science and Statistics

Author : Connie Page
Publisher : Springer Science & Business Media
ISBN 13 : 1461228565
Total Pages : 595 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Computing Science and Statistics by : Connie Page

Download or read book Computing Science and Statistics written by Connie Page and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interface '90 is the continuation of an ext!remely successful symposium series. The series has provided a forum for the interaction of professionals in statistics, computing science, and in numerical methods, wherein they may discuss a wide range of topics at the interface of these disciplines. This, the 22nd Symposium on the Interface: Computing Science and Statistics, was held 16-19 May, 1990 at the Kellogg Center on the campus of Michigan State University and is the third Symposium to be held under the recently organized Interface Foundation of North America. The Interface Board of Directors consists of the nine most recent Symposium Chairs: James E. Gentle, Lynne Billard, David M. Allen, Thomas J. Boardman, Richard M. Heiberger, Edward J. Wegman, Linda Malone, Raoul LePage, and Jon Kettenring. The officers of the Interface are William Eddy, Board Chairman and Executive Director; Edward Wegman, President and Treasurer; Lynne Billard, Secretary. My valued colleague Connie Page, Editor of this Proceedings Volume and generally bright and hardworking person, has organizational skills of a higher order which were successfully brought into play during many critical junctures not strictly connected with the Proceedings. Edward Wegman, Barbara Barringer, Bill Eddy, and George Styan all pitched in with useful information on numerous occasions. Our Keynote Speaker, Peter G. Hall and Plenary Speakers David L. Donoho, Jerome H. Friedman (who also gave a short course), Bruce Hajek, John Skilling, and C. F.

A Course in Stochastic Processes

Author : Denis Bosq
Publisher : Springer Science & Business Media
ISBN 13 : 9401587698
Total Pages : 355 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis A Course in Stochastic Processes by : Denis Bosq

Download or read book A Course in Stochastic Processes written by Denis Bosq and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.

Stochastic complexity and model selection from incomplete data

Author : M.C. Bueso
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (955 download)

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Book Synopsis Stochastic complexity and model selection from incomplete data by : M.C. Bueso

Download or read book Stochastic complexity and model selection from incomplete data written by M.C. Bueso and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information, Statistics And Induction In Science - Proceedings Of The Conference, Isis '96

Author : David L Dowe
Publisher : World Scientific
ISBN 13 : 9814547263
Total Pages : 423 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Information, Statistics And Induction In Science - Proceedings Of The Conference, Isis '96 by : David L Dowe

Download or read book Information, Statistics And Induction In Science - Proceedings Of The Conference, Isis '96 written by David L Dowe and published by World Scientific. This book was released on 1996-07-29 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference will explore the use of computational modelling to understand and emulate inductive processes in science. The problems involved in building and using such computer models reflect methodological and foundational concerns common to a variety of academic disciplines, especially statistics, artificial intelligence (AI) and the philosophy of science. This conference aims to bring together researchers from these and related fields to present new computational technologies for supporting or analysing scientific inference and to engage in collegial debate over the merits and difficulties underlying the various approaches to automating inductive and statistical inference.The proceedings also include abstracts by the invited speakers (J R Quinlan, J J Rissanen, M Minsky, R J Solomonoff & H Kyburg, Jr.).