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Is this product missing categories? Checkout Your Cart Price. Description Details Customer Reviews Gives an introduction to the Minimum Message Length Principle and its applications, provides the theoretical arguments for the adoption of the principle, and shows the development of certain approximations that assist its practical application. This book is of interest to graduate students and researchers in Machine Learning and Data Mining. Electronic book text Edition: This allows it to usefully compare, say, a model with many parameters imprecisely stated against a model with fewer parameters more accurately stated.
From Wikipedia, the free encyclopedia. Mean arithmetic geometric harmonic Median Mode. Central limit theorem Moments Skewness Kurtosis L-moments. Grouped data Frequency distribution Contingency table.
Pearson product-moment correlation Rank correlation Spearman's rho Kendall's tau Partial correlation Scatter plot. Sampling stratified cluster Standard error Opinion poll Questionnaire. Observational study Natural experiment Quasi-experiment. Z -test normal Student's t -test F -test.
Statistical and Inductive Inference by Minimum Message Length
Bayesian probability prior posterior Credible interval Bayes factor Bayesian estimator Maximum posterior estimator. Pearson product-moment Partial correlation Confounding variable Coefficient of determination. Simple linear regression Ordinary least squares General linear model Bayesian regression.
Regression Manova Principal components Canonical correlation Discriminant analysis Cluster analysis Classification Structural equation model Factor analysis Multivariate distributions Elliptical distributions Normal. Spectral density estimation Fourier analysis Wavelet Whittle likelihood. Cartography Environmental statistics Geographic information system Geostatistics Kriging. We want the model hypothesis with the highest such posterior probability.
Suppose we encode a message which represents describes both model and data jointly. The message breaks into two parts: The first part encodes the model itself.
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The second part contains information e. MML naturally and precisely trades model complexity for goodness of fit. A more complicated model takes longer to state longer first part but probably fits the data better shorter second part. So, an MML metric won't choose a complicated model unless that model pays for itself.
Minimum message length - Wikipedia
One reason why a model might be longer would be simply because its various parameters are stated to greater precision, thus requiring transmission of more digits. Much of the power of MML derives from its handling of how accurately to state parameters in a model, and a variety of approximations that make this feasible in practice. This allows it to usefully compare, say, a model with many parameters imprecisely stated against a model with fewer parameters more accurately stated.
From Wikipedia, the free encyclopedia.
Mean arithmetic geometric harmonic Median Mode. Central limit theorem Moments Skewness Kurtosis L-moments. Grouped data Frequency distribution Contingency table.