Minimum Description Length (MDL)
The basic idea of MDL is about the minimum length of code or symbol used to represent an entity. There are so many applications that MDL is applicable to. For example, model selection, data/signal compression, structure learning, curve fitting, etc. Good references for a beginner are:
- MDL in Wiki [link]
- MDL on Scholarpedia [link]
- MDL on the web [link]
- You can find good tutorials there. I would recommend the tutorial “P.Grünwald, A tutorial introduction to the minimum description length principle. In: Advances in Minimum Description Length: Theory and Applications (edited by P. Grünwald, I.J. Myung, M. Pitt), MIT Press, 2005 (80 pages).”
- MDL tutorial by Prof. Rissanen “An Introduction to the MDL Principle” [pdf]
MDL has a strong connection with Kolmogorov Complexity. In terms of model selectin there might be some other topics that you may find interesting to make connection with MDL, for example, BIC, AIC and NML.