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The Normalized Maximum Likelihood for Regular Non-Smooth Models: Measure-Theoretic Foundations and Geometric Sampling

Lau, Trenton et al.
arXiv (All) · Papers
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information-theorymachine-learningstatistics-theory
The Normalized Maximum Likelihood (NML) codelength, or stochastic complexity, represents a principled criterion for universal coding. While recent coarea-based formulations provided a calculation method for smooth models, this framework collapses for the non-smooth estimators ubiquitous in modern ma
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