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Information and Complexity in Statistical Modeling (Repost)
Information and Complexity in Statistical Modeling (Repost)
Date: 12 November 2010, 08:04

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Information and Complexity in Statistical Modeling
Publisher: Springer | ISBN: 0387366105 | edition 2007 | PDF | 144 pages | 5,5 mb

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.
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