Stochastic complexity and model selection from incomplete data

DOI10.1016/S0378-3758(98)00112-8MaRDI QIDQ1298904zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 9 November 1999

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00112-8

zbMATH Keywords

model selectionEM algorithmincomplete dataminimum description lengthstochastic complexity

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from spatial processes (62M30)

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Cites work

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• A universal prior for integers and estimation by minimum description length
• Analysing Data from Hormone-Receptor Assays
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• Fisher information and stochastic complexity
• Information loss due to incomplete data from a spatial gaussian one-parameter first-order conditional process
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Maximum likelihood estimation with missing spatial data and with an application to remotely sensed data
• On the convergence properties of the EM algorithm
• On the rate of convergence of the ECM algorithm
• Some notes on Rissanen's stochastic complexity
• Stochastic complexity and modeling
• Test for homogeneity of several populations by stochastic complexity
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(7)

• Formal and informal model selection with incomplete data
• On the computation of entropy prior complexity and marginal prior distribution for the Bernoulli model
• Stochastic complexity and the mdl principle
• Spatial sampling design based on stochastic complexity.
• Kolmogorov Complexity and Model Selection
• The Missing Consistency Theorem for Bayesian Learning: Stochastic Model Selection
• Covariate selection for multilevel models with missing data

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