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Utility-Based Learning from Data

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"Utility-Based Learning from Data" provides a pedagogical, self-contained discussion of probability estimation methods via a coherent approach from the viewpoint of a decision maker who acts in an uncertain environment. The text sheds light on popular statistical learning approaches, connecting ideas from information theory, statistics, and finance.

Utility-Based Learning from Data 2010, CRC Press, Boca Raton, FL

ISBN-13: 9781584886228