Zobrazeno 1 - 10
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pro vyhledávání: '"Jorma Rissanen"'
Autor:
Jorma Rissanen
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 inter
Autor:
Jorma Rissanen
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
Autor:
Jorma Rissanen
Publikováno v:
Optimal Estimation of Parameters
Autor:
Jorma Rissanen
Publikováno v:
Frontiers of Electrical and Electronic Engineering in China. 5:274-280
This paper outlines a theory of estimation, where optimality is defined for all sizes of data — not only asymptotically. Also one principle is needed to cover estimation of both real-valued parameters and their number. To achieve this we have to ab
Publikováno v:
Journal of Multivariate Analysis. 101(4):839-849
Model selection by means of the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estimation. We introduce a new criterion based on sequentially minim
Autor:
Jorma Rissanen
Publikováno v:
The Computer Journal. 49:657-664
Publikováno v:
Tampere University
This paper studies the problem of class discrimination based on the normalized maximum likelihood (NML) model for a nonlinear regression, where the nonlinearly transformed class labels, each taking M possible values, are assumed to be drawn from a mu
Autor:
Jorma Rissanen
Publikováno v:
IEEE Transactions on Information Theory. 49:476-484
The loss complexity for nonlogarithmic loss functions is defined analogously to the stochastic complexity for logarithmic loss functions such that its mean provides an achievable lower bound for estimation, the mean taken with respect to the worst ca
Autor:
Jorma Rissanen
Publikováno v:
Optimal Estimation of Parameters
Autor:
Jorma Rissanen
Publikováno v:
Wiley StatsRef: Statistics Reference Online.