When Data Compression and Statistics Disagree Two Frequentist Challenges for the Minimum Description Length Principle
نویسندگان
چکیده
منابع مشابه
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...
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This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This approach began with Kolmogorov’s theory of algorithmic complexity, matured in the literature on info...
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Minimum Description Length (MDL) inference is based on the intuition that understanding the available data can be defined in terms of the ability to compress the data, i.e. to describe it in full using a shorter representation. This brief introduction discusses the design of the various codes used to implement MDL, focusing on the philosophically intriguing concepts of luckiness and regret : a ...
متن کاملModel Selection and the Principleof Minimum Description
This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This approach began with Kolmogorov's theory of algorithmic complexity, matured in the literature on info...
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Rissanen’s Minimum Description Length (MDL) principle for model selection proposes that, among a predetermined collection of models, we choose the one which assigns the shortest description to the data at hand. In this context, a “description” is a lossless representation of the data that also takes into account the cost of describing the chosen model itself. We examine how the MDL principle mi...
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تاریخ انتشار 2010