The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Universal coding, information, prediction, and estimation
Abstract
A connection between universal codes and the problems of prediction and statistical estimation is established. A known lower bound for the mean length of universal codes is sharpened and generalized, and optimum universal codes constructed. The bound is defined to give the information in strings relative to the considered class of processes. The earlier derived minimum description length criterion for estimation of parameters, including their number, is given a fundamental information, theoretic justification by showing that its estimators achieve the information in the strings. It is also shown that one cannot do prediction in Gaussian autoregressive moving average (ARMA) processes below a bound, which is determined by the information in the data.
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Citations
Cites
A new look at the statistical model identification
Akaike, H. (1974) · IEEE Transactions on Automatic Control · doi:10.1109/tac.1974.1100705 · Cited by 51,879
Cited by
The Minimum Description Length Principle
Grünwald, P. D. (2007) · doi:10.7551/mitpress/4643.001.0001 · Cited by 1,644
Artificial Intelligence: A New Synthesis
(1998) · Elsevier eBooks · doi:10.1016/c2009-0-27773-7 · Cited by 1,163
The minimum description length principle in coding and modeling
Barron, A., Rissanen, J., & Yu, B. (1998) · IEEE Transactions on Information Theory · doi:10.1109/18.720554 · Cited by 1,019
Self-citationFisher information and stochastic complexity
Rissanen, J. J. (1996) · IEEE Transactions on Information Theory · doi:10.1109/18.481776 · Cited by 814
Self-citationMinimum complexity density estimation
Barron, A. R., & Cover, T. M. (1991) · IEEE Transactions on Information Theory · doi:10.1109/18.86996 · Cited by 497
Metadata
- Authors
- Rissanen, J.
- Venue
- IEEE Transactions on Information Theory
- Published
- 1984-07
- Volume
- 30
- Issue
- 4
- Pages
- 629-636
- ISSN
- 0018-9448 (ISSN-L)
- 1557-9654
- OpenAlex
- W2132119275
- Cited by
- 898
- References
- 1
- FWCI
- 4.66
- Type
- journal article
- Language
- en
- Open access
- closed
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