Minimum Description Length Principle for Fat-Tailed Distributions

DOI10.1007/978-3-319-08672-9_10MaRDI QIDQ2925184zbMATH OpenOpenAlexFDO

Authors Bono Nonchev

Publication date 21 October 2014

Published in Nonlinear Dynamics of Electronic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-08672-9_10

zbMATH Keywords

complexityfat-tailsMDLmodel selection

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical aspects of information-theoretic topics (62B10) Exact distribution theory in statistics (62E15) Positional games (pursuit and evasion, etc.) (91A24) Information theory (general) (94A15)

Recommendations

• scientific article; zbMATH DE number 6751371
• Minimum description length revisited
• On the minimum description length principle for sources with piecewise constant parameters
• Maximum entropy as a special case of the minimum description length criterion (Corresp.)
• Estimation of structure by minimum description length
• Minimum description length principle for linear mixed effects models
• Maximum entropy principle and power-law tailed distributions
• Quantifying closeness of distributions of sums and maxima when tails are fat
• The minimum description length principle in coding and modeling

Cited in

(1)

• scientific article; zbMATH DE number 6751371 (Why is no real title available?)

This page was built for publication: Minimum Description Length Principle for Fat-Tailed Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2925184)