pith. sign in

arxiv: 1212.4906 · v1 · pith:QJK6K4SCnew · submitted 2012-12-20 · 💻 cs.IT · math.IT· math.ST· stat.ML· stat.TH

SMML estimators for 1-dimensional continuous data

classification 💻 cs.IT math.ITmath.STstat.MLstat.TH
keywords smmlestimatorcontinuousdatadimensionalequationsgivenmethod
0
0 comments X
read the original abstract

A method is given for calculating the strict minimum message length (SMML) estimator for 1-dimensional exponential families with continuous sufficient statistics. A set of $n$ equations are found that the $n$ cut-points of the SMML estimator must satisfy. These equations can be solved using Newton's method and this approach is used to produce new results and to replicate results that C. S. Wallace obtained using his boundary rules for the SMML estimator. A rigorous proof is also given that, despite being composed of step functions, the posterior probability corresponding to the SMML estimator is a continuous function of the data.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.