MDL Related Topics

Kolmogorov Complexity

Kolmogorov Complexity and Solomonoff Induction (maintained by Marcus Hutter)
The Kolmogorov Complexity mailing list
CompLearn - Compression based similarity analysis and learning

Information Theory

Information Theoretical Estimators (ITE) Toolbox
Entropy on the World Wide Web
IEEE Information Theory Society
Information Theory Resources (maintained by the Schneider Lab)

Minimum Message Length (MML) Principle

Minimum Message Length (by Lloyd Allison)
Minimum Encoding Length Inference Page (maintained by David Dowe)
The Wikipedia MML page
A Brief History of MML (by Chris Wallace)
Book: Statistical and Inductive Inference by MML (by Chris Wallace)
Message from Monte Carlo, Ph.D. thesis (by Leigh Fitzgibbon)
Foreword re C. S. Wallace, by David Dowe, from C. S. Wallace memorial issue of Computer J.

Bayesian Statistics

Association for Uncertainty in Artificial Intelligence (AUAI)
Bayesians Worldwide – Personal Web Pages
International Society for Bayesian Analysis (ISBA)
B-Course – Interactive tutorial on Bayesian modeling
Andrew Gelman's Weblog

Prequential Statistics

Prequential Statistics on Wiki for On-Line Prediction

Learning Theory

Association for Computational Learning
Machine Learning Network (MLnet)
Machine Learning (Theory) Weblog (maintained by John Langford)

Other Links

Pascal Special Interest Group on Information-Theoretic Modelling (for Pascal members only)