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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 …
Raskol's user avatar
  • 167
-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!
Raskol's user avatar
  • 167
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!
Raskol's user avatar
  • 167
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 …
Raskol's user avatar
  • 167