PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Convergence of Markov Chains in Information Divergence
Peter Harremoes and K. K. Holst
Journal of Theoretical Probability Volume 21, Number 1, 2008. ISSN 1572-9230

Abstract

Information theoretic methods are used to prove convergence in information divergence of reversible Markov chains. Also some ergodic theorems for information divergence are proved.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:3443
Deposited By:Peter Harremoes
Deposited On:11 February 2008