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Thinning and information projections

Harremoës, P and Johnson, O and Kontoyiannis, I (2008) Thinning and information projections. IEEE International Symposium on Information Theory - Proceedings. pp. 2644-2648.

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The law of thin numbers is a Poisson approximation theorem related to the thinning operation. We use information projections to derive lower bounds on the information divergence from a thinned distribution to a Poisson distribution. Conditions for the existence of projections are given. If an information projection exists it must be an element of the associated exponential family. Exponential families are used to derive lower bounds on information divergence and lower bounds on the rate of convergence in the law of thin numbers. A method of translating results related to Poisson distributions into results related to Gaussian distributions is developed and used to prove a new non-trivial result related to the central limit theorem. © 2008 IEEE.

Item Type: Article
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 08 Jan 2018 20:12
Last Modified: 27 Oct 2020 07:12
DOI: 10.1109/ISIT.2008.4595471