A new approach to model order selection is proposed. Based on the theory of sufficient statistics, the method does not require any prior knowledge of the model parameters. It is able to discriminate between models by basing the decision on the part of the data that is independent of the model parameters. This is accomplished conceptually by transforming the data into a sufficient statistic and ...

Detecting arcing faults is an important but difficult-to-solve practical problem. In this paper, we show how the Minimum Description Length (MDL) Principle can help in solving this problem. Mathematics Subject Classification: 68Q30, 93AXX

We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations for a given magnitude and show that this rate is asymptotically close to the theoretical upper bound. These bounds on probability and expectation of the number of upcrossings are compared to classical bounds from t...

In this paper we present graph-based approaches to mining for anomalies in domains where the anomalies consist of unexpected entity/relationship alterations that closely resemble non-anomalous behavior. We introduce three novel algorithms for the purpose of detecting anomalies in all possible types of graph changes. Each of our algorithms focuses on a specific graph change and uses the minimum ...

We announce two results on the problem of estimating the order of a Markov chain from observation of a sample path. First is that the Bayesian Information Criterion (BIC) leads to an almost surely consistent estimator. Second is that the Bayesian minimum description length estimator, of which the BIC estimator is an approximation, fails to be consistent for the uniformly distributed i.i.d. proc...

We present Minimum Description Length techniques for learning the structure of weighted languages. MDL is already widely used both for segmentation and classification tasks, and here we show it can be used to formalize further important tools in the descriptive linguists’ toolbox, including the distinction between accidental and systematic gaps in the data, the detection of ambiguity, the selec...