Peter D. Grünwald

I have not read this book from cover to cover (and doubt I will) but the sections I have read so far—universal codes, exponential families, and MDL in context—have all been excellent. I would recommend the treatment of exponential families to anyone who wants to grasp the basic ideas intuitively before moving on to more technical treatments.

The MDL principle is presented in an enthusiastic but considered light. I was particularly impressed with the sober analysis of its short-comings and myriad directions for future research.

I expect this will be one of those books I will return to over the years, obtaining new insights each time.… (altro)