Information and Complexity in Statistical Modeling by Jorma Rissanen

Information and Complexity in Statistical Modeling by Jorma Rissanen

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 prerequisites include basic probability calculus and statistics.

From the reviews:

"Readership: Graduate students and researchers in statistics, computer science and engineering, anyone interested in statistical modellingThis book presents a personal introduction to statistical modelling based on the principle that the objective of modelling is to extract learnable information from data with suggested classes of probability models. It grew from lectures to doctoral students … and retains much of the economical style of a lecture series. … Therefore, this fascinating volume offers an excellent source of important statistical research problems calling for solution." (Erkki P. Liski, International Statistical Review, Vol. 75 (2), 2007)

"This book covers the minimum description length (MDL) principle … . For statistics beginners, this book is self-contained. The writing style is concise … . Overall, this is an authoritative source on MDL and a good reference book. Most statisticians would be fortunate to have a copy in their bookshelves." (Thomas C. M. Lee, Journal of the American Statistical Association, Vol. 103 (483), September, 2008)

"This book describes the latest developments of the MDL principle. … The book … is intended to serve as a readable introduction to the mathematical aspects of the MDL principle when applied to statistical modeling for graduate students in statistics and information sciences. … Overall, this interesting book will make an important contribution to the field of statistical modeling through the MDL principle." (Prasanna Sahoo, Zentralblatt Math, Vol. 1156, 2009)

Rissanen, Jorma: - Jorma Rissanen was a member of research staff in IBM Almaden Research Center from 1965 to 2001 and is currently Professor Emeritus at Technical University of Tampere, Finland. Among his main achievements are the introduction of the MDL principle for statistics, the invention of arithmetic coding and the introduction of variable-length Markov chains with the associated Algorithm Context. He has received many awards, including the 2007 Kolmogorov medal from the CLRC, University of London, and the 2009 Shannon Award from the Information Theory Society. He received two Outstanding Innovation Awards from IBM in 1980 and 1988 and a Corporate Award in 1991.

SKU	Unavailable
ISBN 13	9780387366104
ISBN 10	0387366105
Title	Information and Complexity in Statistical Modeling
Author	Jorma Rissanen
Series	Information Science And Statistics
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer-Verlag New York Inc.
Year published	2007-01-25
Number of pages	142
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.