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cs.IT2008
Entropy Concentration and the Empirical Coding Game
Peter Grunwald
We give a characterization of Maximum Entropy/Minimum Relative Entropy inference by providing two `strong entropy concentration' theorems. These theorems unify and generalize Jayne…
math.ST2008★ 16 cited
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…