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Abstract: Rissanen's Minimum Description Length (MDL) principle is a statistical modeling principle motivated by coding theory. For exponential families we obtain pathwise expansions, to the constant order, of the predictive and mixture code lengths used in MDL. The results are useful for understanding different MDL forms. Key words: minimum description length, mixture code, predictive code, two-stage code, law of iterated logarithm 1 (Update)
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BibTeX entry: (Update)
L. Li and B. Yu (1999), `Iterated Logarithmic Expansions of the Pathwise Code Lengths for Exponential Families', private communication. http://citeseer.ist.psu.edu/li00iterated.html More
@misc{ li99iterated,
author = "L. Li and B. Yu",
title = "Iterated Logarithmic Expansions of the Pathwise Code Lengths for Exponential
Families",
text = "L. Li and B. Yu (1999), `Iterated Logarithmic Expansions of the Pathwise
Code Lengths for Exponential Families', private communication.",
year = "1999",
url = "citeseer.ist.psu.edu/li00iterated.html" }
Citations (may not include all citations):493 Modeling by shortest data description (context) - Rissanen - 1978
196 Probability: Theory and Examples (context) - Durrett - 1991
139 Stochastic complexity and modeling (context) - Rissanen - 1986
93 Fisher information and stochastic complexity (context) - Rissanen - 1996
82 The minimum description length principle in coding and model.. (context) - Barron, Rissanen et al. - 1998
61 Asymptotic Methods in Analysis (context) - De Bruijn - 1958
55 Accurate approximations for posterior moments and marginal d.. (context) - Tierney, Kadane - 1986
46 Approximation theory and methods (context) - Powell - 1981
36 Fundamentals of Statistical Exponential Families: with Appli.. (context) - Brown - 1987
27 Predicting a binary sequence almost as well as the optimal b.. - Freund
23 Present position and potential developments: some personal v.. (context) - Dawid - 1984
17 stochastic complexity and Bayesian inference (context) - Dawid - 1992
15 A predictive least squares principle (context) - Rissanen - 1986
14 Jeffrey' prior is asymptotically least favorable under entro.. (context) - Clarke, Barron - 1994
13 Model selection and minimum description length principle (context) - Hansen, Yu - 1998
[Article contains additional citations not shown here]
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