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Physicists, when modelling physical systems with a large number of
degrees of freedom, and statisticians, when performing data
analysis, have developed their own concepts and methods for making
the `best' inference. But are these methods equivalent, or not?
What is the state of the art in making inferences? The physicists
want answers. More: neural computation demands a clearer
understanding of how neural systems make inferences; the theory of
chaotic nonlinear systems as applied to time series analysis could
profit from the experience already booked by the statisticians; and
finally, there is a long-standing conjecture that some of the
puzzles of quantum mechanics are due to our incomplete
understanding of how we make inferences. Matter enough to stimulate
the writing of such a book as the present one. But other
considerations also arise, such as the maximum entropy method and
Bayesian inference, information theory and the minimum description
length. Finally, it is pointed out that an understanding of human
inference may require input from psychologists. This lively debate,
which is of acute current interest, is well summarized in the
present work.
Physicists, when modelling physical systems with a large number of
degrees of freedom, and statisticians, when performing data
analysis, have developed their own concepts and methods for making
the best' inference. But are these methods equivalent, or not? What
is the state of the art in making inferences? The physicists want
answers. More: neural computation demands a clearer understanding
of how neural systems make inferences; the theory of chaotic
nonlinear systems as applied to time series analysis could profit
from the experience already booked by the statisticians; and
finally, there is a long-standing conjecture that some of the
puzzles of quantum mechanics are due to our incomplete
understanding of how we make inferences. Matter enough to stimulate
the writing of such a book as the present one. But other
considerations also arise, such as the maximum entropy method and
Bayesian inference, information theory and the minimum description
length. Finally, it is pointed out that an understanding of human
inference may require input from psychologists. This lively debate,
which is of acute current interest, is well summarized in the
present work.
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