Local asymptotic coding and the minimum description length

DOI10.1109/18.761287MaRDI QIDQ4701387zbMATH OpenOpenAlexFDO

Authors Dean P. Foster, Robert A. Stine

Publication date 21 November 1999

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.761287

zbMATH Keywords

model selectionBIChypothesis testuniversal codetwo-part code

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Information theory (general) (94A15)

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Cited in

(8)

• SLOPE-adaptive variable selection via convex optimization
• Optimal false discovery control of minimax estimators
• On optimality of Bayesian testimation in the normal means problem
• An extended minimum description length (MDL) penalty function for binomial proportions
• Adapting to unknown sparsity by controlling the false discovery rate
• SLOPE is adaptive to unknown sparsity and asymptotically minimax
• Model selection and sharp asymptotic minimaxity
• Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection

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