Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood
نویسندگان
چکیده
منابع مشابه
Model selection by normalized maximum likelihood
The Minimum Description Length (MDL) principle is an information theoretic approach to inductive inference that originated in algorithmic coding theory. In this approach, data are viewed as codes to be compressed by the model. From this perspective, models are compared on their ability to compress a data set by extracting useful information in the data apart from random noise. The goal of model...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2015
ISSN: 0167-7152
DOI: 10.1016/j.spl.2015.06.014