Peter Grünwald

Peter Grünwald

Peter Grünwald heads the information-theoretic learning group at the Centrum voor Wiskunde en Informatica (CWI), the Dutch national research institute for mathematics and computer science, located in Amsterdam. He is also part-time full professor (a very Dutch construction) at Leiden University. His research interests lie where statistics, computer science and information theory meet: theories of learning from data. He is author of the book The Minimum Description Length Principle, MIT Press, June 2007. He is leader of the NWO VIDI research project Learning when All Models are Wrong. He is a steering committee member of the EU PASCAL Network of Excellence.

General Information:

Breaking News: On February second, 2010, I have been awarded the highly competitive VICI grant from NWO, the Netherlands Organization for Scientific Research. The VICI research project, called Safe Statistics, will start later this year.
Publications, including the recent:

Catching Up Faster by Switching Sooner: a Prequential Solution to the AIC-BIC Dilemma (with Tim van Erven and Steven de Rooij), posted at the math arXiv, arXiv:0807.1005, 2008.
Presentations , including The Catch-Up Phenomenon in Bayesian Inference (invited talk at COLT/UAI 2008 in Helsinki); the talk has been filmed and can be viewed here, at videolectures.net.
Group Members.
Wiske and Louise
Resume

Other Recent Issues

How many people have ever lived on earth? See here (in Dutch).
Lucia de B. is a nurse and alleged serial killer who has been convicted for murdering or attempting to murder 10 patients, based to a large extent on flawed medical and flawed statistical evidence. I am part of a group of concerned philosophers, medical doctors, statisticians and others who have been actively involved in trying to reopen the case. After more than six years in prison, on April 2nd, 2008, Lucia was temporarily released. October 2008, the Supreme Court of the Netherlands decided that the case will be reopened. Finally!
My book, The Minimum Description Length Principle, MIT Press, June 2007. This book is the first comprehensive introduction and reference guide to this exciting paradigm for statistics and machine learning.
This sample chapter of the above book contains extensive discussion about how MDL relates to other statistical (Bayesian, frequentist, machine learning) methods
Statistisch Priesterschap.

OLD:

The book Advances in Minimum Description Length: Theory and Applications, editted by P. Grünwald, I.J. Myung and M. Pitt, MIT Press, April 2005. This MDL source book contains chapters by leading authorities such as J. Rissanen, A. Barron and B. Yu, as well as an extensive 80 page tutorial written by myself.
My pro-European Union manifesto Reflections on the European Constitution (edited and translated into English by W. Grünsteidl with help from R. Cilibrasi). This text was written May 2005, one week before the Dutch vote on the EU constitution. It has helped to convince several of my friends and colleagues to vote Yes - although of course a large majority of the Dutch still voted no.
2005 class on MDL/information-theoretic learning at the University of Amsterdam.

Prof. Dr. Peter Grünwald
CWI
P.O. Box 94079
NL-1090 GB Amsterdam
The Netherlands
Telephone +31-20-5924115
Telefax + 31-20-5924312
E-mail pdg@cwi.nl
URL www.grunwald.nl

Last updated: February 2010.