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Searched for: "6.437" Subjects offered any term 1 subject found.
6.437 Inference and Information
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Prereq: 6.008, 6.041B, or 6.436
Units: 4-0-8
1st mtg Feb 6 in 54-100. Lecture: TR9.30-11 (32-155) Recitation: F1 (4-231) or F2 (4-231) +final
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.
G. Wornell
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