Category Archives: content-free inference

Series, symmetrized Normalized Compressed Divergences and their logit transforms

(Major update on 11th January 2019. Minor update on 16th January 2019.) On comparing things The idea of a calculating a distance between series for various purposes has received scholarly attention for quite some time. The most common application is … Continue reading

Posted in Akaike Information Criterion, bridge to somewhere, computation, content-free inference, data science, descriptive statistics, divergence measures, engineering, George Sughihara, information theoretic statistics, likelihood-free, machine learning, mathematics, model comparison, model-free forecasting, multivariate statistics, non-mechanistic modeling, non-parametric statistics, numerical algorithms, statistics, theoretical physics, thermodynamics, time series | 4 Comments