Minimum complexity density estimation
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Recommendations
- On stochastic complexity and nonparametric density estimation
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Cited in
(78)- Mixing least-squares estimators when the variance is unknown
- Data driven versions of pearson's chisquare test for uniformity
- Parametric or nonparametric? A parametricness index for model selection
- A new algorithm for fixed design regression and denoising
- The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
- Estimator selection: a new method with applications to kernel density estimation
- Prequential analysis of complex data with adaptive model reselection
- USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
- Combining different procedures for adaptive regression
- Adaptive log-density estimation
- Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model
- Covariate selection for accelerated failure time data
- Information optimality and Bayesian modelling
- Counting probability distributions: Differential geometry and model selection
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Strongly consistent model selection for densities
- Wedgelets: Nearly minimax estimation of edges
- Multiscale likelihood analysis and complexity penalized estimation.
- High-dimensional penalty selection via minimum description length principle
- Stochastic complexity, histograms and hypothesis testing of homogeneity
- Complexity-penalized estimation of minimum volume sets for dependent data
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families
- A computationally efficient method for nonparametric modeling of neural spiking activity with point processes
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
- Model selection via the VC dimension
- Tractability of batch to sequential conversion
- Adaptive Estimation of Hazard Rate with Censored Data
- Information criteria for model selection
- Minimal penalties for Gaussian model selection
- Oracle posterior contraction rates under hierarchical priors
- Generalization bounds: perspectives from information theory and PAC-Bayes
- A tight excess risk bound via a unified PAC-Bayesian-Rademacher-Shtarkov-MDL complexity
- From -entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
- Statistical problem classes and their links to information theory
- A general framework for Bayes structured linear models
- Locally uniform prior distributions
- Joint production in stochastic non-parametric envelopment of data with firm-specific directions
- Subset selection in linear regression using sequentially normalized least squares: asymptotic theory
- Estimating the directed information to infer causal relationships in ensemble neural spike train recordings
- Minimum description length revisited
- Convergence of estimative density: criterion for model complexity and sample size
- Information-theoretic determination of minimax rates of convergence
- Links between probabilistic automata and hidden Markov models: probability distributions, learning models and induction algorithms
- Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection
- Sequential predictions based on algorithmic complexity
- Model selection based on minimum description length
- Fast rates for general unbounded loss functions: from ERM to generalized Bayes
- Density estimation for shift-invariant multidimensional distributions
- Suboptimal behavior of Bayes and MDL in classification under misspecification
- Post-model-selection method for density estimation
- Predictability, complexity, and learning
- Model selection for Poisson processes with covariates
- Convergence rates for the minimum complexity estimator of counting process intensities∗
- Exponentially weighted averaging of varying-coefficient partially linear models
- Prediction/estimation with simple linear models: is it really that simple?
- Information theory and superefficiency
- A geometric modeling of Occam's razor in deep learning
- Data compression and histograms
- Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- On-line maximum likelihood prediction with respect to general loss functions
- Approximate spectral decomposition of Fisher information matrix for simple ReLU networks
- Estimating the intensity of a random measure by histogram type estimators
- On stochastic complexity estimation: a decision-theoretic approach
- Consistent estimation of mixture complexity.
- Gaussian model selection with an unknown variance
- Density estimation through convex combinations of densities: Approximation and estimation bounds
- Identification of probabilities
- Estimator selection with respect to Hellinger-type risks
- Consistency of discrete Bayesian learning
- Model selection for regression on a random design
- Adaptive nonparametric confidence sets
- Model selection by bootstrap penalization for classification
- Statistical estimation with model selection
- Theory of Classification: a Survey of Some Recent Advances
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