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The Resource Optimal estimation of parameters, Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology

Optimal estimation of parameters, Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology

Label
Optimal estimation of parameters
Title
Optimal estimation of parameters
Statement of responsibility
Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology
Creator
Subject
Language
eng
Summary
"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for explaining the power of these estimators. Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity. Applications of this powerful technique in hypothesis testing and denoising are described in detail. Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance"--
Assigning source
Provided by publisher
Cataloging source
DLC
Dewey number
519.5/44
Illustrations
illustrations
Index
index present
LC call number
QA276.8
LC item number
.R57 2012
Literary form
non fiction
Nature of contents
bibliography
Label
Optimal estimation of parameters, Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Machine generated contents note: 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
Dimensions
26 cm
Extent
vi, 162 pages
Isbn
9781107004740
Isbn Type
(hardback)
Lccn
2012007503
Media category
unmediated
Media MARC source
rdamedia
Other physical details
illustrations
System control number
  • (OCoLC)ocn779244870
  • (OCoLC)ocn811868338
Label
Optimal estimation of parameters, Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Machine generated contents note: 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
Dimensions
26 cm
Extent
vi, 162 pages
Isbn
9781107004740
Isbn Type
(hardback)
Lccn
2012007503
Media category
unmediated
Media MARC source
rdamedia
Other physical details
illustrations
System control number
  • (OCoLC)ocn779244870
  • (OCoLC)ocn811868338

Library Locations

    • Harold B. Lee Library Brigham Young University, Provo, UT, 84602, US
      40.249156 -111.649242
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