Density estimation by stochastic complexity

DOI10.1109/18.119689zbMath0743.62004OpenAlexW2138790649MaRDI QIDQ3990767

Jorma Rissanen, Bin Yu, Terence P. Speed

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1109/18.119689

zbMATH Keywords

dynamic programmingasymptotic boundsstochastic complexityminimum description length principleMDL principleunequal bin widthscode redundancyequal bin widthsgeneralized histogram estimatorsoptimization of histogram density estimatorsuniversal coding theoremsvariable bin widths

Mathematics Subject Classification ID

Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10) Coding theorems (Shannon theory) (94A24)

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