Computational Aspects of Model Choice

ISBN-13: 9783790806526 / Angielski / Miękka / 1992 / 286 str.

Jaromir Antoch

Opis

This volume contains complete texts of a series of lectures presented at a summer school on the subject, held at Charles University, Prague, in July 1991. The contributors cover the problems of change point detection, stochastic approximation, multiple hypotheses testing and many other topics.

Spis treści

Tomáš Havránek.- Bernd Streitberg.- Change Point Problem.- Robust Estimation in Linear Model and its Computational Aspects.- Constructing Prediction Trees from Data: The RECPAM Approach.- Stochastic Approximation and Optimization.- Comparison of the Stochastic Approximation Software.- Models, Algorithms and Software of Stochastic Optimization.- Some Computational Aspects of Graphical Model Selection.- Multiple Hypotheses Testing.- Statistical Applications of Artificial Intelligence.