Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods

This book addresses contemporary statistical inference issues when no or minimal assumptions on the nature of studied phenomenon are imposed. Information theory methods play an important role in such scenarios. The approaches discussed include various high-dimensional regression problems, time serie...

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description This book addresses contemporary statistical inference issues when no or minimal assumptions on the nature of studied phenomenon are imposed. Information theory methods play an important role in such scenarios. The approaches discussed include various high-dimensional regression problems, time series and dependence analyses.
format Online
id doab-20.500.12854ir-84584
institution Directory of Open Access Books
language eng
publishDate 2022
publishDateRange 2022
publishDateSort 2022
publisher MDPI - Multidisciplinary Digital Publishing Institute
publisherStr MDPI - Multidisciplinary Digital Publishing Institute
record_format ojs
spelling doab-20.500.12854ir-845842024-04-11T15:10:56Z Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods Mielniczuk, Jan high-dimensional time series nonstationarity network estimation change points kernel estimation high-dimensional regression loss function random predictors misspecification consistent selection subgaussianity generalized information criterion robustness statistical learning theory information theory entropy parameter estimation learning systems privacy prediction methods misclassification risk model misspecification penalized estimation supervised classification variable selection consistency archimedean copula consistency estimation extreme-value copula tail dependency multivariate analysis conditional mutual information CMI information measures nonparametric variable selection criteria gaussian mixture conditional infomax feature extraction CIFE joint mutual information criterion JMI generative tree model Markov blanket minimum distance estimation maximum likelihood estimation influence functions adaptive splines B-splines right-censored data semiparametric regression synthetic data transformation time series n/a thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBX History of engineering and technology thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TG Mechanical engineering and materials This book addresses contemporary statistical inference issues when no or minimal assumptions on the nature of studied phenomenon are imposed. Information theory methods play an important role in such scenarios. The approaches discussed include various high-dimensional regression problems, time series and dependence analyses. 2022-06-21T09:07:06Z 2022-06-21T09:07:06Z 2022 book ONIX_20220621_9783036542973_18 9783036542973 9783036542980 https://directory.doabooks.org/handle/20.500.12854/84584 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/5566 https://mdpi.com/books/pdfview/book/5566 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-4298-0 10.3390/books978-3-0365-4298-0 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036542973 9783036542980 226 open access
spellingShingle high-dimensional time series
nonstationarity
network estimation
change points
kernel estimation
high-dimensional regression
loss function
random predictors
misspecification
consistent selection
subgaussianity
generalized information criterion
robustness
statistical learning theory
information theory
entropy
parameter estimation
learning systems
privacy
prediction methods
misclassification risk
model misspecification
penalized estimation
supervised classification
variable selection consistency
archimedean copula
consistency
estimation
extreme-value copula
tail dependency
multivariate analysis
conditional mutual information
CMI
information measures
nonparametric variable selection criteria
gaussian mixture
conditional infomax feature extraction
CIFE
joint mutual information criterion
JMI
generative tree model
Markov blanket
minimum distance estimation
maximum likelihood estimation
influence functions
adaptive splines
B-splines
right-censored data
semiparametric regression
synthetic data transformation
time series
n/a
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBX History of engineering and technology
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TG Mechanical engineering and materials
Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title_full Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title_fullStr Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title_full_unstemmed Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title_short Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
title_sort nonparametric statistical inference with an emphasis on information theoretic methods
topic high-dimensional time series
nonstationarity
network estimation
change points
kernel estimation
high-dimensional regression
loss function
random predictors
misspecification
consistent selection
subgaussianity
generalized information criterion
robustness
statistical learning theory
information theory
entropy
parameter estimation
learning systems
privacy
prediction methods
misclassification risk
model misspecification
penalized estimation
supervised classification
variable selection consistency
archimedean copula
consistency
estimation
extreme-value copula
tail dependency
multivariate analysis
conditional mutual information
CMI
information measures
nonparametric variable selection criteria
gaussian mixture
conditional infomax feature extraction
CIFE
joint mutual information criterion
JMI
generative tree model
Markov blanket
minimum distance estimation
maximum likelihood estimation
influence functions
adaptive splines
B-splines
right-censored data
semiparametric regression
synthetic data transformation
time series
n/a
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBX History of engineering and technology
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TG Mechanical engineering and materials
topic_facet high-dimensional time series
nonstationarity
network estimation
change points
kernel estimation
high-dimensional regression
loss function
random predictors
misspecification
consistent selection
subgaussianity
generalized information criterion
robustness
statistical learning theory
information theory
entropy
parameter estimation
learning systems
privacy
prediction methods
misclassification risk
model misspecification
penalized estimation
supervised classification
variable selection consistency
archimedean copula
consistency
estimation
extreme-value copula
tail dependency
multivariate analysis
conditional mutual information
CMI
information measures
nonparametric variable selection criteria
gaussian mixture
conditional infomax feature extraction
CIFE
joint mutual information criterion
JMI
generative tree model
Markov blanket
minimum distance estimation
maximum likelihood estimation
influence functions
adaptive splines
B-splines
right-censored data
semiparametric regression
synthetic data transformation
time series
n/a
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBX History of engineering and technology
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TG Mechanical engineering and materials
url ONIX_20220621_9783036542973_18