An empirical study of minimum description length model selection with infinite parametric complexity

DOI10.1016/J.JMP.2005.11.008MaRDI QIDQ2507908zbMATH OpenOpenAlexFDO

Authors Steven de Rooij, Peter D. Grünwald

Publication date 5 October 2006

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmp.2005.11.008

zbMATH Keywords

model selectionminimum description lengthcodingparametric complexityprequential code

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(4)

• Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
• Model selection based on minimum description length
• Accumulative prediction error and the selection of time series models
• Model Selection and the Principle of Minimum Description Length

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