6.437 Inference and Information
Introduction to principles of Bayesian and non-Bayesian statistical inference. Hypothesis testing and parameter estimation, sufficient statistics; exponential families. EM agorithm. Log-loss inference criterion, entropy and model capacity. Kullback-Leibler distance and information geometry. Asymptotic analysis and large deviations theory. Model order estimation; nonparametric statistics. Computational issues and approximation techniques; Monte Carlo methods. Selected special topics such as universal prediction and compression.
Lecture occurs 9:30 AM to 11:00 AM on Tuesdays and Thursdays in 54-100.
This class counts for a total of 12 credits.
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