The minimum description length principle in coding and modeling
Barron, A.; Rissanen, J.; Bin Yu
Information Theory, IEEE Transactions on
Volume 44, Issue 6, Oct 1998 Page(s):2743 - 2760
Digital Object Identifier 10.1109/18.720554
Summary:We review the principles of minimum description length and
stochastic complexity as used in data compression and statistical
modeling. Stochastic complexity is formulated as the solution to optimum
universal coding problems extending Shannon's basic source coding
theorem. The normalized maximized likelihood, mixture, and predictive
codings are each shown to achieve the stochastic complexity to within
asymptotically vanishing terms. We assess the performance of the minimum
description length criterion both from the vantage point of quality of
data compression and accuracy of statistical inference. Context tree
modeling, density estimation, and model selection in Gaussian linear
regression serve as examples
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