Spherical Minimum Description Length

Spherical Minimum Description Length

We consider the problem of model selection using the Minimum Description Length (MDL) criterion for distributions with parameters on the hypersphere. Model selection algorithms aim to find a compromise between goodness of fit and model complexity. Variables often considered for complexity penalties...

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Bibliographic Details
Main Authors: Trevor Herntier, Koffi Eddy Ihou, Anthony Smith, Anand Rangarajan, Adrian Peter
Format: Article
Language:English
Published: MDPI AG 2018-08-01
Series:Entropy
Subjects:
model selection
MDL
information geometry
von Mises–Fisher distribution
Fisher–Bingham distribution
Fisher information
Laplace approximation
Jeffreys prior
Online Access:http://www.mdpi.com/1099-4300/20/8/575

Internet

http://www.mdpi.com/1099-4300/20/8/575

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