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Minimum Description Length (MDL)

Minimum Description Length (MDL) picks the model that compresses the data best by minimizing L(M) + L(D|M).

#minimum description length#mdl#bic+12
∑MathIntermediate

Rényi Entropy & Divergence

Rényi entropy generalizes Shannon entropy by measuring uncertainty with a tunable emphasis on common versus rare outcomes.

#renyi entropy#renyi divergence
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#shannon entropy
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