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Minimum Message Length Grouping of Ordered Leigh J. Fitzgibbon, Lloyd Allison, and David L. Dowe
 

Summary: Minimum Message Length Grouping of Ordered
Data
Leigh J. Fitzgibbon, Lloyd Allison, and David L. Dowe
School of Computer Science and Software Engineering
Monash University, Clayton, VIC 3168 Australia
fleighf,lloyd,dldg@csse.monash.edu.au
Abstract. Explicit segmentation is the partitioning of data into ho-
mogeneous regions by specifying cut-points. W. D. Fisher (1958) gave
an early example of explicit segmentation based on the minimisation of
squared error. Fisher called this the grouping problem and came up with
a polynomial time Dynamic Programming Algorithm (DPA). Oliver,
Baxter and colleagues (1996,1997,1998) have applied the information-
theoretic Minimum Message Length (MML) principle to explicit seg-
mentation. They have derived formulas for specifying cut-points impre-
cisely and have empirically shown their criterion to be superior to other
segmentation methods (AIC, MDL and BIC). We use a simple MML cri-
terion and Fisher's DPA to perform numerical Bayesian (summing and)
integration (using message lengths) over the cut-point location parame-
ters. This gives an estimate of the number of segments, which we then
use to estimate the cut-point positions and segment parameters by min-

  

Source: Allison, Lloyd - Caulfield School of Information Technology, Monash University

 

Collections: Computer Technologies and Information Sciences