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Information and Complexity in Statistical Modeling (Information Science and Statistics)

Jorma Rissanen

Format: Paperback

Language: English

Pages: 142

Publisher: Springer; Softcover reprint of hardcover 1st ed. 2007 edition (December 28, 2009)

ISBN: 1441922679

Format: PDF / Kindle / ePub

Size: 5.9 MB

Downloadable formats: PDF

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.

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