original_query: What are the differences between MDL estimation and frequentist or Bayesian approaches in terms of data modeling?
query: What are the differences between MDL estimation and frequentist or Bayesian approaches in terms of data modeling?
answer: MDL estimation differs from frequentist and Bayesian approaches by avoiding assumptions about counterfactual or non-falsifiable 'data-generating mechanisms' or probability models.  Instead, it selects models that maximally compress the data.  Frequentist and Bayesian methods, in contrast, typically rely on assumptions about the underlying data generation process.