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Minimum message length is a general Bayesian principle for model selection and parameter estimation that is based on information theory. This paper applies the minimum message length principle to a small-sample model selection problem…

Methodology · Statistics 2018-02-13 Chi Kuen Wong , Enes Makalic , Daniel F. Schmidt

The algorithmic Markov condition states that the most likely causal direction between two random variables X and Y can be identified as that direction with the lowest Kolmogorov complexity. Due to the halting problem, however, this notion…

Machine Learning · Computer Science 2017-02-23 Kailash Budhathoki , Jilles Vreeken

In the Minimum Description Length (MDL) principle, learning from the data is equivalent to an optimal coding problem. We show that the codes that achieve optimal compression in MDL are critical in a very precise sense. First, when they are…

Methodology · Statistics 2018-10-03 Ryan John Cubero , Matteo Marsili , Yasser Roudi

Minimum Description Length (MDL) is an important principle for induction and prediction, with strong relations to optimal Bayesian learning. This paper deals with learning non-i.i.d. processes by means of two-part MDL, where the underlying…

Information Theory · Computer Science 2007-07-13 Jan Poland , Marcus Hutter

Within the Kolmogorov theory of probability, Bayes' rule allows one to perform statistical inference by relating conditional probabilities to unconditional probabilities. As we show here, however, there is a continuous set of alternative…

Probability · Mathematics 2014-12-05 Samuel G. Rodriques

When constructing models of the world, we aim for optimal compressions: models that include as few details as possible while remaining as accurate as possible. But which details -- or features measured in data -- should we choose to include…

Quantitative Methods · Quantitative Biology 2025-05-06 David P. Carcamo , Nicholas J. Weaver , Purushottam D. Dixit , Christopher W. Lynn

When it is acknowledged that all candidate parameterised statistical models are misspecified relative to the data generating process, the decision maker (DM) must currently concern themselves with inference for the parameter value…

Statistics Theory · Mathematics 2018-07-04 Jack Jewson , Jim Q Smith , Chris Holmes

This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at…

Machine Learning · Computer Science 2019-05-23 Mojtaba Abolfazli , Anders Host-Madsen , June Zhang

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini

To measure how well pretrained representations encode some linguistic property, it is common to use accuracy of a probe, i.e. a classifier trained to predict the property from the representations. Despite widespread adoption of probes,…

Computation and Language · Computer Science 2020-03-30 Elena Voita , Ivan Titov

While Kolmogorov complexity is the accepted absolute measure of information content of an individual finite object, a similarly absolute notion is needed for the relation between an individual data sample and an individual model summarizing…

Statistics Theory · Mathematics 2007-07-16 Peter Gacs , John Tromp , Paul Vitanyi

This paper addresses learning stochastic rules especially on an inter-attribute relation based on a Minimum Description Length (MDL) principle with a finite number of examples, assuming an application to the design of intelligent relational…

Artificial Intelligence · Computer Science 2013-03-08 Joe Suzuki

The minimum description length (MDL) principle in supervised learning is studied. One of the most important theories for the MDL principle is Barron and Cover's theory (BC theory), which gives a mathematical justification of the MDL…

Information Theory · Computer Science 2016-07-12 Masanori Kawakita , Jun'ichi Takeuchi

Parametric complexity is a central concept in MDL model selection. In practice it often turns out to be infinite, even for quite simple models such as the Poisson and Geometric families. In such cases, MDL model selection as based on NML…

Machine Learning · Computer Science 2007-07-16 Steven de Rooij , Peter Grunwald

This paper presents a rigorous resolution of the Borel-Kolmogorov paradox using the Maximum Entropy Principle. We construct a metric-based framework for Bayesian inference that uniquely extends conditional probability to events of null…

Statistics Theory · Mathematics 2025-11-11 Raphaël Trésor , Mykola Lukashchuk

Algorithmic information theory studies description complexity and randomness and is now a well known field of theoretical computer science and mathematical logic. There are several textbooks and monographs devoted to this theory where one…

Information Theory · Computer Science 2015-04-21 Alexander Shen

Learning the structure of Bayesian networks and causal relationships from observations is a common goal in several areas of science and technology. We show that the prequential minimum description length principle (MDL) can be used to…

Machine Learning · Computer Science 2021-07-13 Jorg Bornschein , Silvia Chiappa , Alan Malek , Rosemary Nan Ke

Deep neural networks trained through end-to-end learning have achieved remarkable success across various domains in the past decade. However, the end-to-end learning strategy, originally designed to minimize predictive loss in a black-box…

Machine Learning · Computer Science 2025-06-11 Canlin Zhang , Xiuwen Liu

Given two events $A$ and $B$, Bayes' law is based on the argument that the probability of $A$ given $B$ is proportional to the probability of $B$ given $A$. When probabilities are interpreted in the Bayesian sense, Bayes' law constitutes a…

Information Theory · Computer Science 2019-07-08 Fouad B. Chedid

Given data over variables $(X_1,...,X_m, Y)$ we consider the problem of finding out whether $X$ jointly causes $Y$ or whether they are all confounded by an unobserved latent variable $Z$. To do so, we take an information-theoretic approach…

Machine Learning · Computer Science 2019-01-23 David Kaltenpoth , Jilles Vreeken