DocumentCode
1412914
Title
Iterated logarithmic expansions of the pathwise code lengths for exponential families
Author
Li, Lei ; Yu, Bin
Author_Institution
Dept. of Stat., Florida State Univ., Tallahassee, FL, USA
Volume
46
Issue
7
fYear
2000
fDate
11/1/2000 12:00:00 AM
Firstpage
2683
Lastpage
2689
Abstract
Rissanen´s (1978, 1986, 1989, 1996) minimum description length (MDL) principle is a statistical modeling principle motivated by coding theory. For exponential families we obtain pathwise expansions, to the constant order, of the predictive and mixture codelengths used in MDL. The results are useful for understanding different MDL forms
Keywords
codes; iterative methods; probability; MDL principle; coding theory; constant order; exponential families; iterated logarithmic expansions; minimum description length principle; mixture codelength; pathwise code lengths; pathwise expansions; predictive codelength; statistical modeling; Costs; Finance; Horses; Information rates; Investments; Minimax techniques; Polynomials; Portfolios; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.887882
Filename
887882
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