Location of Repository

Complexity and information in modeling

By J. Rissanen


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:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://www.mdl-research.org/jo... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.