Algorithmic Statistics
Vitanyi, Paul / Vit Nyi, Paul M B
Whereas Kolmogorov complexity is the accepted absolute measure of
information content of an individual finite object, a similarly
absolute notion is needed for the relation between an individual data
sample and an individual model summarizing the information in the data
---for example, a finite set (or probability distribution) where the
data sample typically came from. The statistical theory based on such
relations between individual ob...