Statistical and Inductive Inference by Minimum Message Length

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ISBN-13:
9780387237954
Veröffentl:
2005
Erscheinungsdatum:
26.05.2005
Seiten:
432
Autor:
C S Wallace
Gewicht:
748 g
Format:
243x156x25 mm
Sprache:
Englisch
Beschreibung:

The Minimum Message Length (MML) Principle is an information-theoretic approach to induction, hypothesis testing, model selection, and statistical inference. MML, which provides a formal specification for the implementation of Occam's Razor, asserts that the 'best' explanation of observed data is the shortest. Further, an explanation is acceptable
Since 1965, Prof. Wallace and others have been developing an approach tostatistical estimation, hypothesis testing, model selection and their applications in the Artificial Intelligence field of Machine Learning. The approach is based on Information Theory, using concepts from classical Shannon theory and more recent work on Algorithmic Complexity. The new approach has come to be called the Minimum Message Length principle, since it is based on the idea of constructing a message which concisely encodes the available data. Although a range of journal and conference papers has been published on the principle and its application, and several computer programs applying it have been shown to perform well and have been fairly widely used, there is no text providing a thorough treatment of the principle or giving general guidance for its application.
Inductive Inference.- Information.- Strict Minimum Message Length (SMML).- Approximations to SMML.- MML: Quadratic Approximations to SMML.- MML Details in Some Interesting Cases.- Structural Models.- The Feathers on the Arrow of Time.- MML as a Descriptive Theory.- Related Work.

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