Timeline for Sum of information gains is almost surely convergent?
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14 events
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| May 27, 2017 at 10:44 | vote | accept | Vanessa | ||
| May 27, 2017 at 10:11 | answer | added | fedja | timeline score: 2 | |
| May 27, 2017 at 9:00 | history | edited | Vanessa | CC BY-SA 3.0 |
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| May 27, 2017 at 8:49 | history | edited | Vanessa | CC BY-SA 3.0 |
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| May 27, 2017 at 8:48 | comment | added | Vanessa | @RW Yes, exactly. | |
| May 27, 2017 at 8:39 | comment | added | R W | @Squark I presume you are talking about increasing filtrations, so that in the case when $\mathcal F_n$ correspond to finite partitions these partitions are becoming finer as $n$ grows - right? | |
| May 27, 2017 at 8:35 | comment | added | R W | @Henry.L I am curious - what are the slightly different definitions of push-forward measures in probability you are referring to? | |
| May 27, 2017 at 7:53 | history | edited | Vanessa | CC BY-SA 3.0 |
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| May 27, 2017 at 7:43 | comment | added | Vanessa | @fedja, Henry.L : I added some clarifications, I hope this helps? Please tell me if the question is still unclear. | |
| May 27, 2017 at 7:40 | history | edited | Vanessa | CC BY-SA 3.0 |
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| May 27, 2017 at 0:52 | comment | added | Henry.L | @fedja I totally agree. $D_{KL}$ is easier to decode, it is the KL divergence between two prob. measures. For the push-forward, there are two slightly different definition in probability afaik, so there is definitely such a need to clarify notations. | |
| May 26, 2017 at 21:56 | comment | added | fedja | Sorry, I meant $\mathcal P(A\cap \{X=X(\omega)\})/\mathcal P(\{X=X(\omega)\})$, of course. You see now to what extent one can get confused if you use too much of a special language and assume that people understand it ;-). | |
| May 26, 2017 at 21:28 | comment | added | fedja | Could you, please, remind the definition of $D_{KL}$? I should confess that I'm totally ignorant of this notation and I suspect that I'm not alone :-) Also, do I understand it right that $Q_n(\omega)(A)=\mathcal P(A\cap \{X=X(\omega)\})$ (I'm used to the definitions that require $Q_n:\mathbb N\to \mathcal P(\Omega)$, so I feel a bit confused about the language) | |
| May 26, 2017 at 17:53 | history | asked | Vanessa | CC BY-SA 3.0 |