A tutorial introduction to the minimum description length principle

This tutorial provides an overview of and introduction to Rissanen’s Minimum Description Length (MDL) Principle. The first chapter provides a conceptual, entirely non-technical introduction to the subject. It serves as a basis for the technical introduction given in the second chapter, in which all the ideas of the first chapter are made mathematically precise. This tutorial will appear as the first two chapters in the collection Advances in Minimum Description Length: Theory and Applications [Grünwald, Myung, and Pitt 2004], to be published by the MIT Press.