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Complexity and information in modeling

By J. Rissanen

Abstract

There are three fundamental notions in model selection, information, complexity, and noise. And yet none of them have been defined in a precise manner in traditional statistics. Intuitively, ‘information’ has to do with the regular features and restrictions constraining the data in a statistical manner, and ‘complexity ’ is associated with the number of parameters in the models, while ‘noise ’ is ofte

Publisher: Blackwell Publishings
Year: 2005
OAI identifier: oai:CiteSeerX.psu:10.1.1.178.2819
Provided by: CiteSeerX
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