Abstract
Following Rissanen we consider the statistical model {P θ | as a code-book, θ indexing the codes. To obtain a single code, we first encode some θ and then encode our data x with the code corresponding to this θ. Rissanen's minimum description length principle recommends using the value of θ minimizing the total code length as an estimate of θ given the data x. For some standard statistical models we find easily computable estimators which respect this principle when θ is encoded with the asymptotically optimal coding scheme due to Levin and Chaitin.
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© 1995 Springer-Verlag Berlin Heidelberg
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Vovk, V.G. (1995). Minimum description length estimators under the optimal coding scheme. In: Vitányi, P. (eds) Computational Learning Theory. EuroCOLT 1995. Lecture Notes in Computer Science, vol 904. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-59119-2_181
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DOI: https://doi.org/10.1007/3-540-59119-2_181
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