A tutorial introduction to the minimum description length principle

TL;DR

This tutorial offers a comprehensive, accessible overview of Rissanen's Minimum Description Length principle, covering conceptual foundations and mathematical details, serving as an educational resource for understanding MDL.

Contribution

It provides an in-depth, structured tutorial on MDL, combining conceptual explanations with rigorous mathematical formalization, suitable for learners and researchers.

Findings

Clarifies the core concepts of MDL

Details the mathematical formulation of MDL

Serves as an educational resource for MDL understanding

Abstract

This tutorial provides an overview of and introduction to Rissanen's Minimum Description Length (MDL) Principle. The first chapter provides a conceptual, entirely non-technical introduction to the subject. It serves as a basis for the technical introduction given in the second chapter, in which all the ideas of the first chapter are made mathematically precise. The main ideas are discussed in great conceptual and technical detail. This tutorial is an extended version of the first two chapters of the collection "Advances in Minimum Description Length: Theory and Application" (edited by P.Grunwald, I.J. Myung and M. Pitt, to be published by the MIT Press, Spring 2005).