Minimum Data Length for Integer Period Estimation

Minimum Message Length Shrinkage Estimation

This note considers estimation of the mean of a multivariate Gaussian distribution with known variance within the Minimum Message Length (MML) framework. Interestingly, the resulting MML estimator exactly coincides with the positive-part JamesStein estimator under the choice of an uninformative prior. A new approach for estimating parameters and hyperparameters in general hierarchical Bayes mod...

Minimum Description Length Modeling of Etymological Data

Estimation for queues from queue length data

We consider the estimation of arrival and service rates for queues based on queue length data collected at successive, not necessarily equally spaced, time points. In particular, we consider the M/M/c queue, for c large, but application of the method to the repairman problem is almost identical, and the general approach presented should extend to other queue types. The estimation procedure make...

Minimum Message Length Grouping of Ordered Data

Explicit segmentation is the partitioning of data into homogeneous regions by specifying cut-points. W. D. Fisher (1958) gave an early example of explicit segmentation based on the minimisation of squared error. Fisher called this the grouping problem and came up with a polynomial time Dynamic Programming Algorithm (DPA). Oliver, Baxter and colleagues (1996,1997,1998) have applied the informati...

A Minimum Description Length Proposal for Lossy Data Compression

We give a development of the theory of lossy data compression from the point of view of statistics. This is partly motivated by the enormous success of the statistical approach in lossless compression, in particular Rissanen’s celebrated Minimum Description Length (MDL) principle. A precise characterization of the fundamental limits of compression performance is given, for arbitrary data source...