This paper investigates the coding of change-points in the information-theoretic Minimum Message Length (MML) framework. Changepoint coding regions affect model selection and parameter estimation in problems such as time series segmentation and decision trees. The Minimum Message Length (MML) and Minimum Description Length (MDL78) approaches to change-point problems have been shown to perform w...

Investigators interested in model order estimation have tended to divide themselves into widely separated camps; this survey of the contributions of Schwarz, Wallace, Rissanen, and their coworkers attempts to build bridges between the various viewpoints, illuminating connections which may have previously gone unnoticed and clarifying misconceptions which seem to have propagated in the applied l...

Intrinsic classification, or unsupervised learning of a classification, was the earliest application of what is now termed minimum message length (MML) or minimum description length (MDL) inference. The MML algorithm ‘Snob’ and its relatives have been used successfully in many domains. These algorithms treat the ‘things’ to be classified as independent random selections from an unknown populati...

Investigators interested in model order estimation have tended to divide themselves into widely separated camps; this survey of the contributions of Schwarz, Wallace, Rissanen, and their coworkers attempts to build bridges between the various viewpoints, illuminating connections which may have previously gone unnoticed and clarifying misconceptions which seem to have propagated in the applied l...

The question why and how probability theory can be applied to the real-world phenomena has been discussed for several centuries. When the algorithmic information theory was created, it became possible to discuss these problems in a more specific way. In particular, Li and Vitányi [6], Rissanen [3], Wallace and Dowe [7] have discussed the connection between Kolmogorov (algorithmic) complexity an...