Abstract
The goal of statistics is to provide explanations (models) of observed data.We are given some data and have to infer a plausible probabilistic hypothesis explaining it. Consider, for example, the following scenario.We are given a “black box”We have turned the box on (only once) and it has produced a sequence x of million bits. Given x, we have to infer a hypothesis about the black box.
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Vereshchagin, N. (2009). Kolmogorov Complexity and Model Selection. In: Frid, A., Morozov, A., Rybalchenko, A., Wagner, K.W. (eds) Computer Science - Theory and Applications. CSR 2009. Lecture Notes in Computer Science, vol 5675. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03351-3_3
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DOI: https://doi.org/10.1007/978-3-642-03351-3_3
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