Density estimation by stochastic complexity
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Publication:3990767
DOI10.1109/18.119689zbMath0743.62004OpenAlexW2138790649MaRDI QIDQ3990767
Jorma Rissanen, Bin Yu, Terence P. Speed
Publication date: 28 June 1992
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.119689
dynamic programmingasymptotic boundsstochastic complexityminimum description length principleMDL principleunequal bin widthscode redundancyequal bin widthsgeneralized histogram estimatorsoptimization of histogram density estimatorsuniversal coding theoremsvariable bin widths
Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10) Coding theorems (Shannon theory) (94A24)
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