254 citations · 494 across the 16 of their papers we have counts for
4 papers · 1 filter
Optional Stopping with Bayes Factors: a categorization and extension of folklore results, with an application to invariant situations
Allard Hendriksen, Rianne de Heide, Peter Grünwald
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary p…
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
Tim van Erven, Peter Grunwald, Steven de Rooij
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates og convergence than other me…
Suboptimal behaviour of Bayes and MDL in classification under misspecification
Peter Grunwald, John Langford
We show that forms of Bayesian and MDL inference that are often applied to classification problems can be *inconsistent*. This means there exists a learning problem such that for a…
A tutorial introduction to the minimum description length principle
Peter Grunwald
This tutorial provides an overview of and introduction to Rissanen's Minimum Description Length (MDL) Principle. The first chapter provides a conceptual, entirely non-technical int…