Timeline for Measures of model complexity
Current License: CC BY-SA 2.5
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| Sep 20, 2010 at 7:07 | comment | added | emakalic | Very good point about infinite stochastic complexity (SC). Solutions to the problem of infinite SC exist, but are not very elegant; Rissanen's renormalization works well in linear models, but is not easy to do for the Poisson/Geometric problem. The MML (or SMML) encoding of Poisson/Geometric data is fine though. | |
| Sep 20, 2010 at 6:45 | comment | added | Yaroslav Bulatov | I've read that paper and it seems like Stochastic Complexity fixes the problem of not being able to distinguish between models of same dimensions, but introduces a problem of sometimes not being able to distinguish between models of different dimensions. Geometric distribution is assigned infinite complexity, surely not what we'd expect for such a simple model! | |
| Sep 20, 2010 at 6:20 | history | answered | emakalic | CC BY-SA 2.5 |