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Full Description
Info-metrics is the science of modeling, reasoning, and drawing inferences under conditions of noisy and insufficient information. It is at the intersection of information theory, statistical inference, and decision-making under uncertainty. It plays an important role in helping make informed decisions even when there is inadequate or incomplete information because it provides a framework to process available information with minimal reliance on assumptions that cannot be validated.
In this pioneering book, Amos Golan, a leader in info-metrics, focuses on unifying information processing, modeling and inference within a single constrained optimization framework. 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.
The book contains numerous multidisciplinary applications and case studies, which demonstrate the simplicity and generality of the framework in real world settings. Examples include initial diagnosis at an emergency room, optimal dose decisions, election forecasting, network and information aggregation, weather pattern analyses, portfolio allocation, strategy inference for interacting entities, incorporation of prior information, option pricing, and modeling an interacting social system. Graphical representations illustrate how results can be visualized while exercises and problem sets facilitate extensions. This book is this designed to be accessible for researchers, graduate students, and practitioners across the disciplines.
Contents
Dedication
Acknowledgements
Chapter 1 - Introduction
Chapter 2 - Rational Inference: A Constrained Optimization Framework
Chapter 3 - The Metrics of Info-Metrics
Chapter 4 - Entropy Maximization
Chapter 5 - Inference in The Real World
Chapter 6 - Advanced Inference in The Real World
Chapter 7: Efficiency, Sufficiency, and Optimality
Chapter 8 - Prior Information
Chapter 9 - A Complete Info-Metrics Framework
Chapter 10 - Modeling and Theories
Chapter 11 - Causal Inference via Constraint Satisfaction
Chapter 12 - Info-Metrics and Statistical Inference: Discrete Problems
Chapter 13 - Info-Metrics and Statistical Inference: Continuous Problems
Chapter 14 - New Applications Across Disciplines
Epilogue
Appendices
List of Symbols
References
Index
