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Stochastic Complexity and the Maximum Entropy Principle

  • Jorma Rissanen
Part of the Fundamental Theories of Physics book series (FTPH, volume 31-32)

Abstract

This is an outline of a modeling principle based upon the search for the shortest code length of the data, defined to be the stochastic complexity. This principle is generally applicable to statistical problems, and when restricted to the special exponential family, arising in the maximum entropy formalism with a set of moment constraints, it provides a generalization which permits the set of the constraints or their number to be optimized as well.

Keywords

Prediction Error Maximum Entropy Nuisance Parameter Code Length Minimum Description Length 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kluwer Academic Publishers 1988

Authors and Affiliations

  • Jorma Rissanen
    • 1
  1. 1.IBM Almaden Research CtrSan JoseUSA

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