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Optimal Estimation of Parameters
Jorma Rissanen
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| #2381987 in Books | Cambridge University Press | 2012-07-23 | Original language:English | PDF # 1 | 9.72 x.47 x6.85l,1.10 | File type: PDF | 170 pages | |||"The minimum description length (MDL) principle is a very universal principle of statistical modeling in estimation, prediction, testing, and coding. Jorma Rissanen, the pioneer of the MDL principle, evolves a new theory to reach the most general and complete
"In this splendid new book, Jorma Rissanen, the originator of the minimum description length (MDL) Principle, puts forward a comprehensive theory of estimation which differs in several ways from the standard Bayesian and frequentist approaches. During the development of MDL over the last 30 years, it gradually emerged that MDL could be viewed, informally, as a maximum probability principle that directly extends Fisher's classical maximum likelihood method to allow for es...
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