Computational Aspects of Model Choice

This volume contains complete texts of the lectures held during a Summer School on Computational Aspects of Model Choice, organized jointly by the International Association for Statistical Computing and Charles University, Prague. The main aims of the school were to review and analyze some of the recent developments concerning computational aspects of the model choice as well as their theoretical background. The topics cover problems of change point detection, robust estimating and its computational aspects, classification using binary trees, stochastic approximation and optimization, including a discussion about available software, computational aspects of graphical model selection and multiple hypotheses testing.