# ON THE STOCHASTIC COMPLEXITY FOR ORDER-1 MARKOV CHAINS AND THE CATALAN CONSTANT

@inproceedings{Giurc2007ONTS, title={ON THE STOCHASTIC COMPLEXITY FOR ORDER-1 MARKOV CHAINS AND THE CATALAN CONSTANT}, author={Ciprian Doru Giurc and neanu and D. Mihalache and M. Omarjee and M. Tetiva}, year={2007} }

The stochastic complexity (SC) selects from a given family of parametric models the one that yields the shortest code length for the available measurements. Theoretical developments have made possible the evolution of the SC from the “two-part code” formula to the most recent expression based on the so-called Normalized Maximum Likelihood (NML) distribution. The application of the NML criterion is recommended especially in the case of small sample size, but high computational burdens prevent… Expand

#### 2 Citations

ON THE USE OF THE FISHER INFORMATION IN COMPUTING THE STOCHASTIC COMPLEXITY

- 2008

Because the evaluation of the stochastic complexity is difficult for most of the models, various approximations have been proposed during the last two decades. In this article, we focus on two… Expand

Keep it simple stupid — On the effect of lower-order terms in BIC-like criteria

- Mathematics, Computer Science
- 2013 Information Theory and Applications Workshop (ITA)
- 2013

It is observed that the constant can sometimes be a huge negative number that dominates the other terms in the criterion for moderate sample sizes, at least in the case of Markov sources, which dramatically degrades model selection accuracy. Expand

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