269 citations · 335 across the 12 of their papers we have counts for
7 papers · 1 filter
Introduction to minimum message length inference
Enes Makalic, Daniel F. Schmidt
The aim of this manuscript is to introduce the Bayesian minimum message length principle of inductive inference to a general statistical audience that may not be familiar with info…
Minimum message length inference of the Weibull distribution with complete and censored data
Enes Makalic, Daniel F. Schmidt
The Weibull distribution, with shape parameter and scale parameter , is one of the most popular parametric distributions in survival analysis with complete or censored d…
Maximum likelihood estimation of the Weibull distribution with reduced bias
Enes Makalic, Daniel F. Schmidt
In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The p…
MML Probabilistic Principal Component Analysis
Enes Makalic, Daniel F. Schmidt
Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manu…
A Minimum Message Length Criterion for Robust Linear Regression
Chi Kuen Wong, Enes Makalic, Daniel F. Schmidt
This paper applies the minimum message length principle to inference of linear regression models with Student-t errors. A new criterion for variable selection and parameter estimat…
Bayesian Sparse Global-Local Shrinkage Regression for Selection of Grouped Variables
Zemei Xu, Daniel F. Schmidt, Enes Makalic +2
Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horses…
Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
Chi Kuen Wong, Enes Makalic, Daniel F. Schmidt
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 leng…