Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure.
Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure.
Amos Golan is a professor of economics and directs the Info-Metrics Institute at American University. He is also an External Professor at the Santa Fe Institute and a Senior Associate at Pembroke College, Oxford. His research is primarily in the interdisciplinary field of info-metrics - the science and practice of information processing, modeling, inference, and problem solving with insufficient information. He has published in economics, econometrics, statistics, mathematics, physics and philosophy journals. His books include Maximum Entropy Econometrics: Robust Estimation with Limited Data (coauthored with Judge and Miller) and Information and Entropy Econometrics - A Review and Synthesis.
Inhaltsangabe
* Dedication * Acknowledgements * Chapter 1 - Introduction * Chapter 2 - Rational Inference: A Constrained Optimization Framework * Chapter 3 - The Metrics of Info-Metrics * Chapter 4 - Entropy Maximization * Chapter 5 - Inference in The Real World * Chapter 6 - Advanced Inference in The Real World * Chapter 7: Efficiency, Sufficiency, and Optimality * Chapter 8 - Prior Information * Chapter 9 - A Complete Info-Metrics Framework * Chapter 10 - Modeling and Theories * Chapter 11 - Causal Inference via Constraint Satisfaction * Chapter 12 - Info-Metrics and Statistical Inference: Discrete Problems * Chapter 13 - Info-Metrics and Statistical Inference: Continuous Problems * Chapter 14 - New Applications Across Disciplines * Epilogue * Appendices * List of Symbols * References * Index