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20 votes
1 answer
4k views

Using Fisher Information to bound KL divergence

Is it possible to use Fisher Information at p to get a useful upper bound on KL(q,p)? KL(q,p) is known as Kullback-Liebler divergence and is defined for discrete distributions over k outcomes as ...
Yaroslav Bulatov's user avatar
4 votes
1 answer
203 views

Can samples be compressed?

The Fisher information of a random variable $Y$ about a parameter $\theta$ upon which the probability of $Y$ depends is: $\mathcal{I}_Y(\theta)= -E\left[\left.\strut \frac{\partial^2}{\partial \theta^...
Daniel Moskovich's user avatar
4 votes
1 answer
415 views

What journal(s) do you recommend for submitting a paper on a topic that spans information theory and estimation theory?

I've written a paper that a) demonstrates an equivalence between conditional complexity $K$($Y$|$X$) in information theory and the random component of an effect size estimate $r_{xy}$, and then b) ...
virtuolie's user avatar
  • 183
2 votes
3 answers
409 views

How to estimate the entropy of a distribution on a power set?

Given a probability distribution $(X,p)$, its entropy is defined as $H=-\sum_{x\in X} p(x)\log p(x)$. Given a sample of observations $x_n,n=1..N$, one can estimate $p(x)=\frac{\#\{i:x_i=x\}}{N}$ and ...
sds's user avatar
  • 165
1 vote
0 answers
34 views

Correlating two matrices $A,B$ with stochastic dependency structure imposed by cross-validation

Consider a labelled data set $$D = \{(x_1, y_1),...,(x_n, y_n)\} $$ on which we want to evaluate a machine learning algorithm using $k$-fold cross validation with $m$ different random seeds. This ...
Joker123's user avatar
  • 153
1 vote
0 answers
79 views

sufficient statistics that are irrelevant

I'm designing a lecture on hypothesis testing and want to do an example on a certain matter, but I cannot come up with a good one. If we should decide upon $H_0$ or $H_1$ given observed data sets ${\...
F Researcher's user avatar