Modeling by shortest data description

Cites work

An Information Measure for Classification
Estimating the dimension of a model
Generalized Kraft Inequality and Arithmetic Coding
scientific article; zbMATH DE number 3526542 (Why is no real title available?)
scientific article; zbMATH DE number 3604162 (Why is no real title available?)
scientific article; zbMATH DE number 3241743 (Why is no real title available?)
scientific article; zbMATH DE number 3327941 (Why is no real title available?)
scientific article; zbMATH DE number 3335601 (Why is no real title available?)
System identification. A survey
Three approaches to the quantitative definition of information^*

Cited in

(only showing first 100 items - show all)

Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
Learning the structure of dynamic Bayesian networks from time series and steady state measurements
Minimum message length shrinkage estimation
On time series model selection involving many candidate ARMA models
Measurement by subjective estimation: Testing for separable representations
Semi-automatic dynamic auxiliary-tag-aided image annotation
Convolutive blind source separation based on joint block Toeplitzation and block-inner diagonalization
Asymptotic bootstrap corrections of AIC for linear regression models
AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
Blind identification of MISO-FIR channels
Selecting the best linear transfer function model
Adaptive sequential segmentation of piecewise stationary time series
Testing causality using efficiently parametrized vector ARMA models
Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
On model order estimation for partially observed Markov chains
Quantifying inductive bias: AI learning algorithms and Valiant's learning framework
Inferring decision trees using the minimum description length principle
Nonstationary time series identification
Effects of skewness and kurtosis on model selection criteria
Estimation of pulse heights and arrival times
Strongly consistent estimation of the order of stochastic control systems (CARMA model)
Nonlinearity tests for bilinear systems
Counterexamples to parsimony and BIC
Bayes estimation of number of signals
Model discrimination using an algorithmic information criterion
On ARX() approximation
A beam search algorithm for PFSA inference
Uncertainty measures of rough set prediction
Estimating the parameters of the linear compartment model
Search for the best decision rules with the help of a probabilistic estimate
The structure of perceptual categories
The discovery of algorithmic probability
Scalability of the Bayesian optimization algorithm.
Vote counting measures for ensemble classifiers.
Applying MDL to learn best model granularity
Modified AIC rule for model selection in combination with prior estimated noise models
High-dimensional penalty selection via minimum description length principle
The exact Gaussian likelihood estimation of time-dependent VARMA models
Open problems in universal induction \& intelligence
An efficient Bayesian network structure learning strategy
Fast nonparametric active contour adapted to quadratic inhomogeneous intensity fluctuations
Bayesian optimization of empirical model with state-dependent stochastic forcing
Weighted clustering of attributed multi-graphs
Clustering Boolean tensors
Hierarchical two-part MDL code for multinomial distributions
The average cost of Markov chains subject to total variation distance uncertainty
An introduction to the Bayes information criterion: theoretical foundations and interpretation
The PRIMPING routine -- tiling through proximal alternating linearized minimization
Explaining anomalies in groups with characterizing subspace rules
Relevant states and memory in Markov chain bootstrapping and simulation
Time-varying quantile association regression model with applications to financial contagion and VaR
Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
Identification of linear systems with nonlinear distortions
Generalized phase space projection for nonlinear noise reduction
Latent classification models
Information loss method to measure node similarity in networks
Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
The calculi of emergence: Computation, dynamics and induction
On detection of the number of signals in presence of white noise
On detection of the number of signals when the noise covariance matrix is arbitrary
Maximum likelihood principle and model selection when the true model is unspecified
Consistent estimation of mixture complexity.
A review of the parameter estimation problem of fitting positive exponential sums to empirical data
Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000
Smoothness prior approach to explore mean structure in large-scale time series
The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Twenty-one ML estimators for model selection
A network of autoregressive processing units for time series modeling
Information criteria for selecting possibly misspecified parametric models
Locally uniform prior distributions
A batch ensemble approach to active learning with model selection
Summarizing categorical data by clustering attributes
Using radial basis function networks for function approximation and classification
A large-sample model selection criterion based on Kullback's symmetric divergence
Akaike's information criterion and recent developments in information complexity
Model selection based on minimum description length
Global statistical information in exponential experiments and selection of exponential models
A latent class MDS model with spatial constraints for non-stationary spatial covariance estimation
Order estimation of 2-dimensional complex superimposed exponential signal model using exponentially embedded family (EEF) rule: large sample consistency properties
Spatial information and performance evaluation in coprime array
Likelihood ratio test for partial sphericity in high and ultra-high dimensions
Attributed graph clustering with subspace stochastic block model
Decision-based model selection
A theory of incremental compression
Link prediction techniques, applications, and performance: a survey
The minimum description length principle for pattern mining: a survey
Robust subgroup discovery. Discovering subgroup lists using MDL
A survey on causal discovery: theory and practice
Partitioned hybrid learning of Bayesian network structures
VoCSK: verb-oriented commonsense knowledge mining with taxonomy-guided induction
Calculating the relative importance of condition attributes based on the characteristics of decision rules and attribute reducts: application to crowdfunding
From fuzzy regression to gradual regression: interval-based analysis and extensions
Estimating dynamical dimensions from noisy observations
Heuristic-based feature selection for rough set approach
Large-scale network motif analysis using compression
The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
Subjectively interesting connecting trees and forests
The blind men and the elephant: on meeting the problem of multiple truths in data from clustering and pattern mining perspectives
On the choice of prior density for the Bayesian analysis of pedigree structure

This page was built for publication: Modeling by shortest data description

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1132048)