Jorma Rissanen

Optimal Estimation of Parameters

• Gebundenes Buch

Produktbeschreibung

A comprehensive and consistent theory of estimation, including a description of a powerful new tool, the generalized maximum capacity estimator.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 172
• Erscheinungstermin: 7. Juni 2012
• Englisch
• Abmessung: 250mm x 175mm x 14mm
• Gewicht: 487g
• ISBN-13: 9781107004740
• ISBN-10: 1107004748
• Artikelnr.: 35118210

Autorenporträt

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.

Inhaltsangabe

1. Introduction
2. Coding
3. Basics of information
4. Modeling problem
5. Other optimality properties
6. Interval estimation
7. Hypothesis testing
8. Denoising
9. Sequential models
Appendix A. Elements of algorithmic information
Appendix B. Universal prior for integers.