Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

ISBN-13: 9780199349531 / Angielski / Miękka / 2017 / 488 str.

Amos Golan

Opis

Foundations of Info-Metrics provides an overview of modeling and inference, rather than a problem specific model, and progresses from the simple premise that information is often insufficient to provide a unique answer for decisions we wish to make. Each decision, or solution, is derived from the available input information along with a choice of inferential procedure.

Recenzje

Each chapter comes with a set of carefully designed exercises and problems. I am also delighted to see a dedicated info-metrics website that provides codes and data for all examples in this book, interactive examples, and additional materials. I have no doubt that this book should be of interest to researchers in many fields of social and natural science and is an ideal choice for an introductory course in information theory.

O autorze

Amos Golan is a professor of economics and directs the Info-Metrics Institute at American University. He is also an External Professor at the Santa Fe Institute and a Senior Associate at Pembroke College, Oxford. His research is primarily in the interdisciplinary field of info-metrics - the science and practice of information processing, modeling, inference, and problem solving with insufficient information. He has published in economics, econometrics, statistics, mathematics, physics and philosophy journals. His books include Maximum Entropy Econometrics: Robust Estimation with Limited Data (coauthored with Judge and Miller) and Information and Entropy Econometrics - A Review and Synthesis.