Jorma Rissanen - Selected Bibliography

Chang, A., Rissanen, J. (1968)

`Regulation of Incompletely Identified Linear Systems', SIAM J. Control, Vol. 6, No. 3, 1968

Rissanen, J., Barbosa, L. (1969)

`Properties of Infinite Covariance Matrices and Stability of Optimum Predictors', Information Sciences , 1, 221-136

Rissanen, J., Barbosa, L. (1969)

`A factorization problem and the problem of predicting nonstationary vector-valued stochastic processes', Z. Wahrsch. Verw. Geb 12, 255-266, 1969

Rissanen, J. (1971)

`Recursive identification of linear systems', SIAM J. Control, 9, 3, 1971

Rissanen, J. (1973)

`Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials', Mathematics of Computation, Vol. 27, 147-154, 1973

Rissanen, J. (1973)

`A Fast Algorithm for Optimum Linear Predictors', IEEE Tr. on Automatic Control, AC-10, p. 555

Rissanen, J. (1976)

`Generalized Kraft-Inequality and Arithmetic Coding', IBM J. Res. Devel., Vol. 20, 198-203

Rissanen, J. (1977)

`Independent Components of Relations', ACM Transactions on Database System, Vol. 2, No. 4, 317-325, December 1977

Rissanen, J. (1978)

`Modeling by shortest data description', Automatica, Vol. 14, pp. 465-471

Rissanen, J. and Caines, P.E. (1979)

`The Strong Consistency of Maximum Likelihood Estimators for ARMA Processes', Annals of Statistics, 7, No. 2, 297-315

Rissanen, J. (1979)

`Arithmetic Codings as Number Representations', Acta Polytechnica Scandinavica, Ma 31, 44-51, Helsinki 1979

Hannan, E.J., Rissanen, J. (1982)

`Recursive estimation of mixed autoregressive- moving average order', Biometrica, 69, 1, 81-94

Rissanen, J. (1983)

`A Universal Prior for Integers and Estimation by Minimum Description Length', Annals of Statistics, Vol. 11, No. 2, 416-431

Rissanen, J. (1983)

`A Universal Data Compression System', IEEE Trans. Inform. Theory, Vol. IT-29, No. 5, pp 656-664, 1983

Rissanen, J. (1984)

`Universal Coding, Information, Prediction, and Estimation', IEEE Trans. Inf. Theory, Vol. IT-30, Nr. 4, 629-636

Rissanen, J. (1985)

`Minimum Description Length Principle', Encyclopedia of Statistical Sciences, S. Kotz and N. L. Johnson, eds., Vol.5, John Wiley and Sons, 523-527

Rissanen, J. (1986)

`Stochastic Complexity and Modeling', Annals of Statistics, Vol 14, 1080-1100

Rissanen, J. (1986)

`A Predictive Least Squares Principle', IMA Journal of Mathematical Control and Information, Vol. 3, Nos 2-3, 211-222

Rissanen, J. (1987)

`Stochastic Complexity', J. Royal Statistical Society, Series B, Vol. 49, No. 3 (with discussions), 223-265

Rissanen, J. and Mohiuddin, K. (1989)

, `A Multiplication-free Multialphabet Arithmetic Code',IEEE Trans. on Communications, 37, No 2, 93-98

Rissanen, J. (1989)

Stochastic Complexity in Statistical Inquiry, World Scientific, New Jersey, second edition 1998, 177 pages

Rissanen, J., Speed, T., and Yu, B. (1992)

`Density Estimation by Stochastic Complexity,' IEEE Trans. on Information Theory, Vol. IT-38, No. 2, pp 315-323, March 1992.

Rissanen, J. (1994)

`Shannon-Wiener Information and Stochastic Complexity', invited paper in Proceedings of the Norbert Wiener Centenary Congress, Michigan State University, (V. Mandrekar, P.R. Masani, eds), November-December 1994.

Weinberger, M.J., Rissanen, J., and Feder, M. (1995)

`A Universal Finite Memory Source,' IEEE Trans. on Information Theory, Vol. IT-41, No. 3, pp 643-652, May 1995.

Rissanen, J. (1996)

`Information Theory and Neural Nets', Chapter in the book: Mathematical Perspectives in Neural Networks, (P. Smolensky, M.C. Mozer, D.E. Rumelhart, eds), Lawrence Erlbaum Associates, Mahwah, New Jersey

Rissanen, J., Yu, B. (1996)

`MDL Learning', invited paper in the book: Learning and geometry: Computational Approaches, (D. Kueker and C. Smith, eds) Birkhauser, Boston, 1996

Forchhammer, S., Rissanen, J (1996)

`Partially Hidden Markov Models' IEEE Trans. on Information Theory, Vol. IT-42, No. 4, 1-3, July 1996.

Rissanen, J. (1996)

`Fisher Information and Stochastic Complexity', IEEE Trans. Information Theory, Vol. IT-42, No. 1, pp 40-47

Rissanen, J. (1996)

`Stochastic Complexity - an Introduction', Chapter in the book: Computational Learning and Probabilistic Reasoning, ed. A. Gammerman, pp. 33-41, John Wiley and Sons, 1996

Rissanen, J. (1997)

`Stochastic Complexity in Learning', J. of Computer and System Sciences, 54, 1997

Rissanen, J. (1998)

`Hypothesis Selection and Testing by the MDL Principle', invited paper to The Computer Journal (to appear)

Barron, A.R., Rissanen, J., and Yu, B. (1998)

`The MDL Principle in Modeling and Coding', IEEE Trans. on Information Theory, Vol. IT-44, No. 6, pp 2743-2760, October 1998. (invited paper in the special issue of IEEE Trans. Information Theory to commemorate 50 years of information theory)

Rissanen, J. (1999)

`Fast Universal Coding with Context Models', IEEE Transactions on Information Theory, Volume 45, Nr 4, 1065-1071, May 1999

Rissanen, J. (2000)

`MDL Denoising', IEEE Transactions on Information Theory, Vol. 46, Nr 7, 2537-2543, November 2000 (Available in postscript format from Professor Rissanen.)

Rissanen, J. (2001)

`Strong Optimality of the Normalized ML Models as Universal Codes and Information in Data', IEEE Transactions on Information Theory, Vol. 47, No 5, July 2001. (Available in postscript format from Professor Rissanen.)

Rissanen, J.

`Complexity of Simple Nonlogarithmic Loss Functions', submitted to IEEE Transactions on Information Theory (Available in postscript format from Professor Rissanen.)

Rissanen, J.

'Information and Complexity in Statistical Modeling,' 135 pages, published Fall 2006 by Springer Verlang

Also available from Professor Rissanen's website is his 'Lectures on Statistical Modeling Theory' .