Book ChapterDOI
Information Theory and an Extension of the Maximum Likelihood Principle
Hirotugu Akaike
- Vol. 1, pp 199-213
TLDR
In this paper, it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion.Abstract:
In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation shows an extension of the principle to provide answers to many practical problems of statistical model fitting.read more
Citations
More filters
Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Journal ArticleDOI
Deep learning in neural networks
TL;DR: This historical survey compactly summarizes relevant work, much of it from the previous millennium, review deep supervised learning, unsupervised learning, reinforcement learning & evolutionary computation, and indirect search for short programs encoding deep and large networks.
Journal ArticleDOI
Bayesian measures of model complexity and fit
TL;DR: In this paper, the authors consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined and derive a measure pD for the effective number in a model as the difference between the posterior mean of the deviances and the deviance at the posterior means of the parameters of interest, which is related to other information criteria and has an approximate decision theoretic justification.
Journal ArticleDOI
Conditional heteroskedasticity in asset returns: a new approach
TL;DR: In this article, an exponential ARCH model is proposed to study volatility changes and the risk premium on the CRSP Value-Weighted Market Index from 1962 to 1987, which is an improvement over the widely-used GARCH model.
Journal ArticleDOI
jModelTest: Phylogenetic Model Averaging
TL;DR: jModelTest is a new program for the statistical selection of models of nucleotide substitution based on "Phyml" that implements 5 different selection strategies, including "hierarchical and dynamical likelihood ratio tests," the "Akaike information criterion", the "Bayesian information criterion," and a "decision-theoretic performance-based" approach.
References
More filters
Journal ArticleDOI
A mathematical theory of communication
TL;DR: This final installment of the paper considers the case where the signals or the messages or both are continuously variable, in contrast with the discrete nature assumed until now.
Journal Article
The mathematical theory of communication
Claude E. Shannon,Warren Weaver +1 more
TL;DR: The Mathematical Theory of Communication (MTOC) as discussed by the authors was originally published as a paper on communication theory more than fifty years ago and has since gone through four hardcover and sixteen paperback printings.