Computational Aspects of Model Choice

✍ Scribed by Prof. Dr. Jaromír Antoch (auth.), Prof. Dr. Jaromír Antoch (eds.)

• Publisher: Physica-Verlag Heidelberg
• Year: 1993
• Tongue: English
• Leaves: 288
• Series: Contributions to Statistics
• Edition: 1
• Category: Library

✦ Synopsis

Although no-one is, probably, too enthused about the idea, it is a fact that the development of most empirical sciences to a great extend depends of the development of data analysis methods and techniques, which, due to the necessity of applications of computers for that pur­ pose, actually means that it practically depends on the advancements and orientation of computational statistics. This volume contains complete texts of the lectures held during the Summer School on "Computational Aspects of Model Choice" orga­ nized jointly by Charles University, Prague, and International Associa­ tion for Statistical Computing (IASC) on July 1-14, 1991, in Prague. Main aims of the Summer School were to review and analyse some of the recent developments concerning computational aspects of the model choice as well as their theoretical background. The topics covers the problems of the change point detection, robust estimation and its computational aspects, classification using binary trees, stochastic ap­ proximation and optimization including the discussion about available software, computational aspects of graphical model selection and mul­ tiple hypotheses testing. The bridge between these different approaches is formed by the survey paper about statistical applications of artificial intelligence.

✦ Table of Contents

Front Matter....Pages I-VII
Tomáš Havránek....Pages 1-5
Bernd Streitberg....Pages 7-10
Change Point Problem....Pages 11-37
Robust Estimation in Linear Model and its Computational Aspects....Pages 39-104
Constructing Prediction Trees from Data: The RECPAM Approach....Pages 105-152
Stochastic Approximation and Optimization....Pages 153-161
Comparison of the Stochastic Approximation Software....Pages 163-176
Models, Algorithms and Software of Stochastic Optimization....Pages 177-186
Some Computational Aspects of Graphical Model Selection....Pages 187-210
Multiple Hypotheses Testing....Pages 211-235
Statistical Applications of Artificial Intelligence....Pages 237-285

✦ Subjects

Statistics for Business/Economics/Mathematical Finance/Insurance; Probability Theory and Stochastic Processes