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Model Selection and the Principle of Minimum Description Length

by: Mark H. Hansen, Bin Yu
Journal of the American Statistical Association, Vol. 96, No. 454. (2001), pp. 746-??  Key: citeulike:1943190

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Abstract

This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description.


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