|
| | | | |
| | | |
| Stat |
Members: 3645
Articles: 2'504'928
Articles rated: 2609
25 April 2024 |
|
| | | | |
|
Article overview
| |
|
|
Entropy Concentration and the Empirical Coding Game | | Peter Grunwald
; | | Date: |
5 Sep 2008 | | Abstract: | We give a characterization of Maximum Entropy/Minimum Relative Entropy
inference by providing two ’strong entropy concentration’ theorems. These
theorems unify and generalize Jaynes’ ’concentration phenomenon’ and Van
Campenhout and Cover’s ’conditional limit theorem’. The theorems characterize
exactly in what sense a prior distribution Q conditioned on a given constraint,
and the distribution P, minimizing the relative entropy D(P ||Q) over all
distributions satisfying the constraint, are ’close’ to each other. We then
apply our theorems to establish the relationship between entropy concentration
and a game-theoretic characterization of Maximum Entropy Inference due to
Topsoe and others. | | Source: | arXiv, 0809.1017 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
|
News, job offers and information for researchers and scientists:
| |
REGISTER