Guest lecture: Optimal estimation
Professor Jorma Rissanen
Guest lecture on Thursday 19th March at 10 o'clock in Exactum B123.
Abstract:
In this talk we give a common theory of estimation of real-valued parameters, their number, and even of their structure. Although no "true" data generating distribution is assumed the theory may be viewed as an extension and generalization of the customary theory of estimation of real-valued parameters due to Fisher, Cramer, Rao, and others. We also give a criterion for the computation of the estimates. Theorems for mathematically optimal properties of the estimates are given. The theory is based on basic information and coding theory, without which - we think - no comparable theory is possible.
About Prof. Rissanen:
Jorma Rissanen received his Ph.D. from the Helsinki University of Technology in 1965. Retired from IBM, he is now professor emeritus of Tampere University of Technology, and a fellow of Helsinki Institute for Information Technology. He was awarded the IBM Outstanding Innovation Award in 1988, IEEE Richard W. Hamming Medal in 1993, the Kolmogorov Medal in 2006. On July 1, 2009, Rissanen will be presented the IEEE Claude E. Shannon Award, which is awarded each year to honor consistent and profound contributions to the field of information theory.
For more information, contact Prof. Petri Myllymäki, e-mail: petri.myllymaki@hiit.fi
Welcome!