The Minimum Description Length Principle

The Minimum Description Length Principle PDF Author: Peter D. Grünwald
Publisher: MIT Press
ISBN: 0262072815
Category : Minimum description length (Information theory).
Languages : en
Pages : 736

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Book Description
This introduction to the MDL Principle provides a reference accessible to graduate students and researchers in statistics, pattern classification, machine learning, and data mining, to philosophers interested in the foundations of statistics, and to researchers in other applied sciences that involve model selection.

The Minimum Description Length Principle

The Minimum Description Length Principle PDF Author: Peter D. Grünwald
Publisher: MIT Press
ISBN: 0262072815
Category : Minimum description length (Information theory).
Languages : en
Pages : 736

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Book Description
This introduction to the MDL Principle provides a reference accessible to graduate students and researchers in statistics, pattern classification, machine learning, and data mining, to philosophers interested in the foundations of statistics, and to researchers in other applied sciences that involve model selection.

Advances in Minimum Description Length

Advances in Minimum Description Length PDF Author: Peter D. Grünwald
Publisher: MIT Press
ISBN: 9780262072625
Category : Computers
Languages : en
Pages : 464

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Book Description
A source book for state-of-the-art MDL, including an extensive tutorial and recent theoretical advances and practical applications in fields ranging from bioinformatics to psychology.

Information and Complexity in Statistical Modeling

Information and Complexity in Statistical Modeling PDF Author: Jorma Rissanen
Publisher: Springer Science & Business Media
ISBN: 0387688129
Category : Mathematics
Languages : en
Pages : 145

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Book Description
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. Although the prerequisites include only basic probability calculus and statistics, a moderate level of mathematical proficiency would be beneficial.

Information Theory and Statistics

Information Theory and Statistics PDF Author: Imre Csiszár
Publisher: Now Publishers Inc
ISBN: 9781933019055
Category : Computers
Languages : en
Pages : 128

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Book Description
Information Theory and Statistics: A Tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an "information geometry" background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory. The tutorial does not assume the reader has an in-depth knowledge of Information Theory or statistics. As such, Information Theory and Statistics: A Tutorial, is an excellent introductory text to this highly-important topic in mathematics, computer science and electrical engineering. It provides both students and researchers with an invaluable resource to quickly get up to speed in the field.

Stochastic Complexity In Statistical Inquiry

Stochastic Complexity In Statistical Inquiry PDF Author: Jorma Rissanen
Publisher: World Scientific
ISBN: 9814507407
Category : Technology & Engineering
Languages : en
Pages : 191

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Book Description
This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of 'true' data generating distributions are needed, but it also in one stroke leads to calculable expressions in a range of situations of practical interest and links very closely with mainstream statistical theory. The search for the smallest stochastic complexity extends the classical maximum likelihood technique to a new global one, in which models can be compared regardless of their numbers of parameters. The result is a natural and far reaching extension of the traditional theory of estimation, where the Fisher information is replaced by the stochastic complexity and the Cramer-Rao inequality by an extension of the Shannon-Kullback inequality. Ideas are illustrated with applications from parametric and non-parametric regression, density and spectrum estimation, time series, hypothesis testing, contingency tables, and data compression.

Understanding Machine Learning

Understanding Machine Learning PDF Author: Shai Shalev-Shwartz
Publisher: Cambridge University Press
ISBN: 1107057132
Category : Computers
Languages : en
Pages : 415

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Book Description
Introduces machine learning and its algorithmic paradigms, explaining the principles behind automated learning approaches and the considerations underlying their usage.

Advances in Intelligent Data Analysis XVIII

Advances in Intelligent Data Analysis XVIII PDF Author: Michael R. Berthold
Publisher: Springer
ISBN: 9783030445836
Category : Computers
Languages : en
Pages : 588

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Book Description
This open access book constitutes the proceedings of the 18th International Conference on Intelligent Data Analysis, IDA 2020, held in Konstanz, Germany, in April 2020. The 45 full papers presented in this volume were carefully reviewed and selected from 114 submissions. Advancing Intelligent Data Analysis requires novel, potentially game-changing ideas. IDA’s mission is to promote ideas over performance: a solid motivation can be as convincing as exhaustive empirical evaluation.

Elements of Causal Inference

Elements of Causal Inference PDF Author: Jonas Peters
Publisher: MIT Press
ISBN: 0262037319
Category : Computers
Languages : en
Pages : 289

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Book Description
A concise and self-contained introduction to causal inference, increasingly important in data science and machine learning. The mathematization of causality is a relatively recent development, and has become increasingly important in data science and machine learning. This book offers a self-contained and concise introduction to causal models and how to learn them from data. After explaining the need for causal models and discussing some of the principles underlying causal inference, the book teaches readers how to use causal models: how to compute intervention distributions, how to infer causal models from observational and interventional data, and how causal ideas could be exploited for classical machine learning problems. All of these topics are discussed first in terms of two variables and then in the more general multivariate case. The bivariate case turns out to be a particularly hard problem for causal learning because there are no conditional independences as used by classical methods for solving multivariate cases. The authors consider analyzing statistical asymmetries between cause and effect to be highly instructive, and they report on their decade of intensive research into this problem. The book is accessible to readers with a background in machine learning or statistics, and can be used in graduate courses or as a reference for researchers. The text includes code snippets that can be copied and pasted, exercises, and an appendix with a summary of the most important technical concepts.

Optimal Estimation of Parameters

Optimal Estimation of Parameters PDF Author: Jorma Rissanen
Publisher: Cambridge University Press
ISBN: 1107004748
Category : Computers
Languages : en
Pages : 171

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

Principles of Data Mining

Principles of Data Mining PDF Author: David J. Hand
Publisher: MIT Press
ISBN: 9780262082907
Category : Computers
Languages : en
Pages : 594

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Book Description
The first truly interdisciplinary text on data mining, blending the contributions of information science, computer science, and statistics. The growing interest in data mining is motivated by a common problem across disciplines: how does one store, access, model, and ultimately describe and understand very large data sets? Historically, different aspects of data mining have been addressed independently by different disciplines. This is the first truly interdisciplinary text on data mining, blending the contributions of information science, computer science, and statistics. The book consists of three sections. The first, foundations, provides a tutorial overview of the principles underlying data mining algorithms and their application. The presentation emphasizes intuition rather than rigor. The second section, data mining algorithms, shows how algorithms are constructed to solve specific problems in a principled manner. The algorithms covered include trees and rules for classification and regression, association rules, belief networks, classical statistical models, nonlinear models such as neural networks, and local "memory-based" models. The third section shows how all of the preceding analysis fits together when applied to real-world data mining problems. Topics include the role of metadata, how to handle missing data, and data preprocessing.