This is an up-to-date introduction to and overview of the Minimum Description Length (MDL)
Principle, a theory of inductive inference that can be applied to general problems in …

Supplementary material of “Inconsistency of Bayesian Inference for Misspecified Linear
Models, and a Proposal for Repairing It”. In this paper, we described a problem for Bayesian …

Assumptions regarding raindrop arrival statistics influence strategies for measuring and
analyzing rainfall within the atmospheric science community. Because many instruments …

In the main text we demonstrated some problems for Bayesian inference under
misspecification and showed that SafeBayes effectively solves them. This leaves open the …

The penalized or the regularization methods nowadays are the most statistical popular tools
used for model selection and variable selection procedure. The quality of the regression …

Yao et al.(2018) aim to improve Bayesian model averaging (BMA) in the M-open
(misspecified) case by replacing it with stacking, which is extended to combine predictive …