# PhD Thesis

Unlike most statistical methods, which are based on assumptions about
a “true” underlying probability distribution, Minimum Description
Length (MDL) methods are designed to optimize an information theoretic
criterion. Although it is known that both design criteria tend to lead
to similar statistical performance, there do exist cases where they
disagree. In my thesis, I analyse two such cases.

In the first case it is found that a standard MDL method can be
improved, both from a information theoretic and a probabilistic point of
view, after which the two criteria turn out to agree after all. In the
second case the disagreement turns out to be fundamental.

## Contents

Chapter Description
1 General introduction to the Minimum Description
Length principle
2 The catch-up phenomenon in Bayesian model
selection
3 & 4 Switching between prediction strategies
(online learning, related to the catch-up phenomenon)
5 Convergence results for MDL parameter
estimation
6 Overview of the basic properties of Rényi
divergence