arXiv · 1212.4906
SMML estimators for 1-dimensional continuous data
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.
Explore related subjects
Keep this discovery
James G. Dowty. 2012-12-20. SMML estimators for 1-dimensional continuous data. https://arxiv.org/abs/1212.4906
Cite the original work for its findings. Save a collection to share your selection of sources.