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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
3
votes
1
answer
749
views
KL divergence(s) comparison,
Hi,
$P_1$, $P_2$, $P_3$ are probability distributions defined on the same support.
Knowing that $H(P_1) < H(P_2) < H(P_3)$, can we compare $D_{KL}(P_2,P_1)$ and $D_{KL}(P_3,P_1)$ ?
(H is the Shanno …
-2
votes
1
answer
282
views
How to work with infinite random graph(s) ?
Hi,
In the case where we are dealing with an infinite random graph (RG with infinite nodes).
How do we model/work with notions like degrees, degree distribution ? How are they defined ?
Thanks!
1
vote
1
answer
294
views
Equivalent Markov Random Fields
Hi,
Is it possible to have topologically different Markov Random Fields (few different edges) and yet yielding the same inference results ?
Thanks!
2
votes
1
answer
806
views
Set of distributions that minimize KL divergence,
Assuming that $p,q$ are probability distributions defined on the same support $\{x_i\}_{0 \leq i \leq n}$, $\epsilon$ a small real number, and $D_{KL}$ the Kullback-Leibler divergence,
is there a met …