3 papers
math.ST2026
Entropic Strict Minimum Message Length and Its Connections to PAC-Bayes and NML
Enes Makalic, Daniel F. Schmidt
We introduce entropic strict minimum message length (SMML), a risk-sensitive generalization of strict minimum message length coding. The proposed criterion replaces expected two-pa…
math.ST2026
Information Geometry and Asymptotic Theory for SMML Estimators
Enes Makalic, Daniel F. Schmidt
Strict minimum message length (SMML) is an information-theoretic coding principle that represents a continuous statistical model by a finite set of assertions and a partition of th…
math.ST2026
Asymptotic theory and first-order bias of the Wallace--Freeman estimator
Enes Makalic, Daniel F. Schmidt
The Wallace--Freeman estimator is a classical minimum message length estimator whose relationship with likelihood-based asymptotic theory has not been fully developed. We show that…