Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection

Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection (2000)

by Aaron D. Lanterman

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Datum	Value	Source
TITLE	Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection	user correction
AUTHOR NAME	Aaron D. Lanterman	user correction
AUTHOR AFFIL	Coordinated Science Laboratory, University of Illinois at Urbana-Champaign,	user correction
AUTHOR ADDR	1308 W. Main, Urbana, IL 61801, USA.	user correction
ABSTRACT	Investigators interested in model order estimation have tended to divide themselves into widely separated camps; this survey of the contributions of Schwarz, Wallace, Rissanen, and their coworkers attempts to build bridges between the various viewpoints, illuminating connections which may have previously gone unnoticed and clarifying misconceptions which seem to have propagated in the applied literature. Our tour begins with Schwarz's approximation of Bayesian integrals via Laplace's method. We then introduce the concepts underlying Rissanen 's minimum description length principle via a Bayesian scenario with a known prior; this provides the groundwork for understanding his more complex non-Bayesian MDL which employs a "universal" encoding of the integers. Rissanen's method of parameter truncation is contrasted with that employed in various versions of Wallace's minimum message length criteria.	user correction - Legacy Corrections
YEAR	2000	user correction
CITATIONS	120 found	ParsCit 1.0