PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Thinning and Information Projections
Peter Harremoes, O. Johnson and I. Kontoyiannis
In: ISIT 2008, Canada(2008).


In the law of thin numbers we are interested in lower bounds on the information divergence from a thinned distribution to a Poisson distribution. Information projections turns out to be the right tool to use. Conditions for the existence of information projections to exist are given. 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.

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:3468
Deposited By:Peter Harremoes
Deposited On:11 February 2008