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:
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.
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:
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.
Download or read book An Introduction to Kolmogorov Complexity and Its Applications written by Ming Li and published by Springer. This book was released on 2019-06-11 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: This must-read textbook presents an essential introduction to Kolmogorov complexity (KC), a central theory and powerful tool in information science that deals with the quantity of information in individual objects. The text covers both the fundamental concepts and the most important practical applications, supported by a wealth of didactic features. This thoroughly revised and enhanced fourth edition includes new and updated material on, amongst other topics, the Miller-Yu theorem, the Gács-Kučera theorem, the Day-Gács theorem, increasing randomness, short lists computable from an input string containing the incomputable Kolmogorov complexity of the input, the Lovász local lemma, sorting, the algorithmic full Slepian-Wolf theorem for individual strings, multiset normalized information distance and normalized web distance, and conditional universal distribution. Topics and features: describes the mathematical theory of KC, including the theories of algorithmic complexity and algorithmic probability; presents a general theory of inductive reasoning and its applications, and reviews the utility of the incompressibility method; covers the practical application of KC in great detail, including the normalized information distance (the similarity metric) and information diameter of multisets in phylogeny, language trees, music, heterogeneous files, and clustering; discusses the many applications of resource-bounded KC, and examines different physical theories from a KC point of view; includes numerous examples that elaborate the theory, and a range of exercises of varying difficulty (with solutions); offers explanatory asides on technical issues, and extensive historical sections; suggests structures for several one-semester courses in the preface. As the definitive textbook on Kolmogorov complexity, this comprehensive and self-contained work is an invaluable resource for advanced undergraduate students, graduate students, and researchers in all fields of science.
Download or read book The Nature of Statistical Learning Theory written by Vladimir N. Vapnik and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning from the general point of view of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. These include: - the general setting of learning problems and the general model of minimizing the risk functional from empirical data - a comprehensive analysis of the empirical risk minimization principle and shows how this allows for the construction of necessary and sufficient conditions for consistency - non-asymptotic bounds for the risk achieved using the empirical risk minimization principle - principles for controlling the generalization ability of learning machines using small sample sizes - introducing a new type of universal learning machine that controls the generalization ability.
Download or read book Complexity Entropy And The Physics Of Information written by Wojciech H. Zurek and published by CRC Press. This book was released on 2018-03-08 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has emerged from a meeting held during the week of May 29 to June 2, 1989, at St. John’s College in Santa Fe under the auspices of the Santa Fe Institute. The (approximately 40) official participants as well as equally numerous “groupies” were enticed to Santa Fe by the above “manifesto.” The book—like the “Complexity, Entropy and the Physics of Information” meeting explores not only the connections between quantum and classical physics, information and its transfer, computation, and their significance for the formulation of physical theories, but it also considers the origins and evolution of the information-processing entities, their complexity, and the manner in which they analyze their perceptions to form models of the Universe. As a result, the contributions can be divided into distinct sections only with some difficulty. Indeed, I regard this degree of overlapping as a measure of the success of the meeting. It signifies consensus about the important questions and on the anticipated answers: they presumably lie somewhere in the “border territory,” where information, physics, complexity, quantum, and computation all meet.
Download or read book From Statistical Physics to Statistical Inference and Back written by P. Grassberger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: Physicists, when modelling physical systems with a large number of degrees of freedom, and statisticians, when performing data analysis, have developed their own concepts and methods for making the `best' inference. But are these methods equivalent, or not? What is the state of the art in making inferences? The physicists want answers. More: neural computation demands a clearer understanding of how neural systems make inferences; the theory of chaotic nonlinear systems as applied to time series analysis could profit from the experience already booked by the statisticians; and finally, there is a long-standing conjecture that some of the puzzles of quantum mechanics are due to our incomplete understanding of how we make inferences. Matter enough to stimulate the writing of such a book as the present one. But other considerations also arise, such as the maximum entropy method and Bayesian inference, information theory and the minimum description length. Finally, it is pointed out that an understanding of human inference may require input from psychologists. This lively debate, which is of acute current interest, is well summarized in the present work.
Download or read book Selected Works of Terry Speed written by Sandrine Dudoit and published by Springer Science & Business Media. This book was released on 2012-04-11 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to provide an overview of Terry Speed’s contributions to statistics and beyond. Each of the fifteen chapters concerns a particular area of research and consists of a commentary by a subject-matter expert and selection of representative papers. The chapters, organized more or less chronologically in terms of Terry’s career, encompass a wide variety of mathematical and statistical domains, along with their application to biology and medicine. Accordingly, earlier chapters tend to be more theoretical, covering some algebra and probability theory, while later chapters concern more recent work in genetics and genomics. The chapters also span continents and generations, as they present research done over four decades, while crisscrossing the globe. The commentaries provide insight into Terry’s contributions to a particular area of research, by summarizing his work and describing its historical and scientific context, motivation, and impact. In addition to shedding light on Terry’s scientific achievements, the commentaries reveal endearing aspects of his personality, such as his intellectual curiosity, energy, humor, and generosity.
Download or read book Computer Vision ECCV 2010 written by Kostas Daniilidis and published by Springer Science & Business Media. This book was released on 2010-08-30 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: The six-volume set comprising LNCS volumes 6311 until 6313 constitutes the refereed proceedings of the 11th European Conference on Computer Vision, ECCV 2010, held in Heraklion, Crete, Greece, in September 2010. The 325 revised papers presented were carefully reviewed and selected from 1174 submissions. The papers are organized in topical sections on object and scene recognition; segmentation and grouping; face, gesture, biometrics; motion and tracking; statistical models and visual learning; matching, registration, alignment; computational imaging; multi-view geometry; image features; video and event characterization; shape representation and recognition; stereo; reflectance, illumination, color; medical image analysis.
Download or read book Modeling Contextual Effects in Longitudinal Studies written by Todd D. Little and published by Routledge. This book was released on 2007-03-21 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume reviews the challenges and alternative approaches to modeling how individuals change across time and provides methodologies and data analytic strategies for behavioral and social science researchers. This accessible guide provides concrete, clear examples of how contextual factors can be included in most research studies. Each chapter can be understood independently, allowing readers to first focus on areas most relevant to their work. The opening chapter demonstrates the various ways contextual factors are represented—as covariates, predictors, outcomes, moderators, mediators, or mediated effects. Succeeding chapters review "best practice" techniques for treating missing data, making model comparisons, and scaling across developmental age ranges. Other chapters focus on specific statistical techniques such as multilevel modeling and multiple-group and multilevel SEM, and how to incorporate tests of mediation, moderation, and moderated mediation. Critical measurement and theoretical issues are discussed, particularly how age can be represented and the ways in which context can be conceptualized. The final chapter provides a compelling call to include contextual factors in theorizing and research. This book will appeal to researchers and advanced students conducting developmental, social, clinical, or educational research, as well as those in related areas such as psychology and linguistics.
Download or read book Machine Learning and Data Mining in Pattern Recognition written by Petra Perner and published by Springer. This book was released on 2012-07-02 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th International Conference, MLDM 2012, held in Berlin, Germany in July 2012. The 51 revised full papers presented were carefully reviewed and selected from 212 submissions. The topics range from theoretical topics for classification, clustering, association rule and pattern mining to specific data mining methods for the different multimedia data types such as image mining, text mining, video mining and web mining.
Download or read book Real World Data Mining Applications written by Mahmoud Abou-Nasr and published by Springer. This book was released on 2014-11-13 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data mining applications range from commercial to social domains, with novel applications appearing swiftly; for example, within the context of social networks. The expanding application sphere and social reach of advanced data mining raise pertinent issues of privacy and security. Present-day data mining is a progressive multidisciplinary endeavor. This inter- and multidisciplinary approach is well reflected within the field of information systems. The information systems research addresses software and hardware requirements for supporting computationally and data-intensive applications. Furthermore, it encompasses analyzing system and data aspects, and all manual or automated activities. In that respect, research at the interface of information systems and data mining has significant potential to produce actionable knowledge vital for corporate decision-making. The aim of the proposed volume is to provide a balanced treatment of the latest advances and developments in data mining; in particular, exploring synergies at the intersection with information systems. It will serve as a platform for academics and practitioners to highlight their recent achievements and reveal potential opportunities in the field. Thanks to its multidisciplinary nature, the volume is expected to become a vital resource for a broad readership ranging from students, throughout engineers and developers, to researchers and academics.
Download or read book Formal Grammar written by Annie Foret and published by Springer. This book was released on 2018-01-05 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: Edited in collaboration with FoLLI, the Association of Logic, Language and Information, this book constitutes the refereed proceedings of the 22nd International Conference on Formal Grammar, FG 2017, collocated with the European Summer School in Logic, Language and Information in July 2017. The 9 contributed papers were carefully reviewed and selected from 14 submissions. The focus of papers are as follows: Formal and computational phonology, morphology, syntax, semantics and pragmatics Model-theoretic and proof-theoretic methods in linguistics Logical aspects of linguistic structure Constraint-based and resource-sensitive approaches to grammar Learnability of formal grammar Integration of stochastic and symbolic models of grammar Foundational, methodological and architectural issues in grammar and linguistics Mathematical foundations of statistical approaches to linguistic analysis
Download or read book The Guidance of an Enterprise Economy written by Martin Shubik and published by MIT Press. This book was released on 2016-09-16 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous theory of money, credit, and bankruptcy in the context of a mixed economy, uniting Walrasian general equilibrium with macroeconomic dynamics and Schumpeterian innovation. This book offers a rigorous study of control, guidance, and coordination problems of an enterprise economy, with attention to the roles of money and financial institutions. The approach is distinctive in drawing on game theory, methods of physics and experimental gaming, and, more generally, a broader evolutionary perspective from the biological and behavioral sciences. The proposed theory unites Walrasian general equilibrium with macroeconomic dynamics and Schumpeterian innovation utilizing strategic market games. Problems concerning the meaning of rational economic behavior and the concept of solution are noted. The authors argue that process models of the economy can be built that are consistent with the general equilibrium system but become progressively more complex as new functions are added. Explicit embedding of the economy within the framework of government and society provides a natural, both formal and informal, control system. The authors describe how to build and analyze multistate models with simple assumptions about behavior, and develop a general modeling methodology for the construction of models as playable games.
Download or read book Machine Learning written by Marco Gori and published by Elsevier. This book was released on 2023-03-01 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine Learning: A Constraint-Based Approach, Second Edition provides readers with a refreshing look at the basic models and algorithms of machine learning, with an emphasis on current topics of interest that include neural networks and kernel machines. The book presents the information in a truly unified manner that is based on the notion of learning from environmental constraints. It draws a path towards deep integration with machine learning that relies on the idea of adopting multivalued logic formalisms, such as in fuzzy systems. Special attention is given to deep learning, which nicely fits the constrained-based approach followed in this book.The book presents a simpler unified notion of regularization, which is strictly connected with the parsimony principle, including many solved exercises that are classified according to the Donald Knuth ranking of difficulty, which essentially consists of a mix of warm-up exercises that lead to deeper research problems. A software simulator is also included. Presents, in a unified manner, fundamental machine learning concepts, such as neural networks and kernel machines Provides in-depth coverage of unsupervised and semi-supervised learning, with new content in hot growth areas such as deep learning Includes a software simulator for kernel machines and learning from constraints that also covers exercises to facilitate learning Contains hundreds of solved examples and exercises chosen particularly for their progression of difficulty from simple to complex Supported by a free, downloadable companion book designed to facilitate students’ acquisition of experimental skills
Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
