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Minimum Description Length
Minimum Description Length (MDL) is a model selection principle where the shortest description of the data is the best model. MDL methods learn through a data compression perspective and are sometimes described as mathematical applications of Occam's razor. The MDL principle can be extended to other forms of inductive inference and learning, for example to estimation and sequential prediction, without explicitly identifying a single model of the data. MDL has its origins mostly in information theory and has been further developed within the general fields of statistics, theoretical computer science and machine learning, and more narrowly computational learning theory. Historically, there are different, yet interrelated, usages of the definite noun phrase "''the'' minimum description length ''principle''" that vary in what is meant by ''description'': * Within Jorma Rissanen's theory of learning, a central concept of information theory, models are statistical hypotheses and descrip ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Model Selection
Model selection is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is well-suited to the problem of model selection. Given candidate models of similar predictive or explanatory power, the simplest model is most likely to be the best choice (Occam's razor). state, "The majority of the problems in statistical inference can be considered to be problems related to statistical modeling". Relatedly, has said, "How hetranslation from subject-matter problem to statistical model is done is often the most critical part of an analysis". Model selection may also refer to the problem of selecting a few representative models from a large set of computational models for the purpose of decision making or optimization under uncertainty. Introduction In its most basic forms, model selection is one ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Data Compression
In information theory, data compression, source coding, or bit-rate reduction is the process of encoding information using fewer bits than the original representation. Any particular compression is either lossy or lossless. Lossless compression reduces bits by identifying and eliminating statistical redundancy. No information is lost in lossless compression. Lossy compression reduces bits by removing unnecessary or less important information. Typically, a device that performs data compression is referred to as an encoder, and one that performs the reversal of the process (decompression) as a decoder. The process of reducing the size of a data file is often referred to as data compression. In the context of data transmission, it is called source coding; encoding done at the source of the data before it is stored or transmitted. Source coding should not be confused with channel coding, for error detection and correction or line coding, the means for mapping data onto a signal. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probabilistic Model
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from a larger population). A statistical model represents, often in considerably idealized form, the data-generating process. A statistical model is usually specified as a mathematical relationship between one or more random variables and other non-random variables. As such, a statistical model is "a formal representation of a theory" ( Herman Adèr quoting Kenneth Bollen). All statistical hypothesis tests and all statistical estimators are derived via statistical models. More generally, statistical models are part of the foundation of statistical inference. Introduction Informally, a statistical model can be thought of as a statistical assumption (or set of statistical assumptions) with a certain property: that the assumption allows us to calculate the probability of any event. As an example, consider a pair of ordinary six-si ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marginal Likelihood
A marginal likelihood is a likelihood function that has been integrated over the parameter space. In Bayesian statistics, it represents the probability of generating the observed sample from a prior and is therefore often referred to as model evidence or simply evidence. Concept Given a set of independent identically distributed data points \mathbf=(x_1,\ldots,x_n), where x_i \sim p(x, \theta) according to some probability distribution parameterized by \theta, where \theta itself is a random variable described by a distribution, i.e. \theta \sim p(\theta\mid\alpha), the marginal likelihood in general asks what the probability p(\mathbf\mid\alpha) is, where \theta has been marginalized out (integrated out): :p(\mathbf\mid\alpha) = \int_\theta p(\mathbf\mid\theta) \, p(\theta\mid\alpha)\ \operatorname\!\theta The above definition is phrased in the context of Bayesian statistics in which case p(\theta\mid\alpha) is called prior density and p(\mathbf\mid\theta) is the likelihood. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Prior Probability
In Bayesian statistical inference, a prior probability distribution, often simply called the prior, of an uncertain quantity is the probability distribution that would express one's beliefs about this quantity before some evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable. Bayes' theorem calculates the renormalized pointwise product of the prior and the likelihood function, to produce the ''posterior probability distribution'', which is the conditional distribution of the uncertain quantity given the data. Similarly, the prior probability of a random event or an uncertain proposition is the unconditional probability that is assigned before any relevant evidence is taken into account. Priors can be created using a num ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bayesian Inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian probability". Introduction to Bayes' rule Formal explanation Bayesian inference derives the posterior probability as a consequence of two antecedents: a prior probability and a "likelihood function" derived from a statistical model for the observed data. Bayesian inference computes the posterior probability according to Bayes' theorem: ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Distribution
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that the coin is fair). Examples of random phenomena include the weather conditions at some future date, the height of a randomly selected person, the fraction of male students in a school, the results of a survey to be conducted, etc. Introduction A probability distribution is a mathematical description of the probabilities of events, subsets of the sample space. The sample space, often denoted by \Omega, is the set of all possible outcomes of a random phe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Function (mathematics)
In mathematics, a function from a set to a set assigns to each element of exactly one element of .; the words map, mapping, transformation, correspondence, and operator are often used synonymously. The set is called the domain of the function and the set is called the codomain of the function.Codomain ''Encyclopedia of Mathematics'Codomain. ''Encyclopedia of Mathematics''/ref> The earliest known approach to the notion of function can be traced back to works of Persian mathematicians Al-Biruni and Sharaf al-Din al-Tusi. Functions were originally the idealization of how a varying quantity depends on another quantity. For example, the position of a planet is a ''function'' of time. Historically, the concept was elaborated with the infinitesimal calculus at the end of the 17th century, and, until the 19th century, the functions that were considered were differentiable (that is, they had a high degree of regularity). The concept of a function was formalized at the end of the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
One-to-one Correspondence
In mathematics, a bijection, also known as a bijective function, one-to-one correspondence, or invertible function, is a function between the elements of two sets, where each element of one set is paired with exactly one element of the other set, and each element of the other set is paired with exactly one element of the first set. There are no unpaired elements. In mathematical terms, a bijective function is a one-to-one (injective) and onto (surjective) mapping of a set ''X'' to a set ''Y''. The term ''one-to-one correspondence'' must not be confused with ''one-to-one function'' (an injective function; see figures). A bijection from the set ''X'' to the set ''Y'' has an inverse function from ''Y'' to ''X''. If ''X'' and ''Y'' are finite sets, then the existence of a bijection means they have the same number of elements. For infinite sets, the picture is more complicated, leading to the concept of cardinal number—a way to distinguish the various sizes of infinite sets. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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