Modeling By Shortest Data Description*

Summary

The number of digits it takes to write down an observed sequence x1,...,xN of a time series depends on the model with its parameters that one assumes to have generated the observed data.

Keywords

Computer science, Mathematics

References

On entropy maximization principleHirotugu Akaike — 1977
Three approaches to the quantitative definition of informationA. N. Kolmogorov — 1968
Generalized Kraft Inequality and Arithmetic CodingJ. Rissanen — 1976
An Information Measure for ClassificationChristopher S. Wallace, D. M. Boulton — 1968
Information Theory and StatisticsSolomon Kullback — 1959
Estimating the Dimension of a ModelGideon Schwarz — 1978
System identification-A surveyKarl Johan Åström, P. Eykhoff — 1971
Information Theory and an Extension of the Maximum Likelihood PrincipleH. Akaike — 1973
Estimation of Optimum Structures and Parameters for Linear SystemsJ. Rissanen, L. Ljung — 1976

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