Model Selection and Inference: A Practical Information-Theoretic Approach
By Unknown Author.
Description
This work covers the philosophy of model-based data analysis and provides an omnibus strategy for the analysis of empirical data. It introduces information theoretical approaches and focuses critical attention on a priori modelling and the selection of a good approximating model that best represents the inference supported by the data. Kullback-Leibler information represents a fundamental quantity in science and is Hirotugu Akaike's basis for model selection. The maximized log-likelihood function can be bias-corrected to provide an estimate of expected, relative Kullback-Leibler inform...
ISBN(s)
0387985042, 9780387985046
