Model Selection and the Principle of Minimum Description Length
作者： Mark H Hansen , Bin Yu
DOI: 10.1198/016214501753168398
关键词: Minimum description length 、 Model selection 、 Statistical theory 、 Bayesian information criterion 、 Statistical model 、 Frequentist inference 、 Theoretical computer science 、 Calculus 、 Information theory 、 Linear model 、 Mathematics
摘要: This article reviews the principle of minimum description length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of …
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