Iterated logarithmic expansions of the pathwise code lengths for exponential families

DOI10.1109/18.887882zbMath0999.94020OpenAlexW2169700651MaRDI QIDQ2706003

Lei Li, Bin Yu

Publication date: 19 March 2001

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

Full work available at URL: https://semanticscholar.org/paper/a32add4d84e8b060f3d20992f9a95d11c6ec2d8f

zbMATH Keywords

exponential familyminimum description lengthiterated logarithmmixture codepredictive code

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Coding theorems (Shannon theory) (94A24) Source coding (94A29)

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Computable Bayesian Compression for Uniformly Discretizable Statistical Models

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