IEEE - Institute of Electrical and Electronics Engineers, Inc. - Model Change Detection With the MDL Principle

Author(s): Kenji Yamanishi ; Shintaro Fukushima
Sponsor(s): IEEE Information Theory Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2018
Volume: 64
Page(s): 6,115 - 6,126
ISSN (Electronic): 1557-9654
ISSN (Paper): 0018-9448
DOI: 10.1109/TIT.2018.2852747
Regular:

We are concerned with the issue of detecting model changes in probability distributions. We specifically consider the strategies based on the minimum description length (MDL) principle. We... View More

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