Title :
Limits of information, Markov chains, and projection
Author :
Barron, Andrew R.
Author_Institution :
Dept. of Stat., Yale Univ., New Haven, CT, USA
Abstract :
The chain rule of information shows that log densities form Cauchy sequences, convergent in L1, proving information limits, Markov chain convergence, and the existence of information projections
Keywords :
Markov processes; convergence; information theory; sequences; Cauchy sequences; Markov chain convergence; chain rule; information limits; information projections; log densities; Convergence; Cramer-Rao bounds; Data mining; Density functional theory; Density measurement; Extraterrestrial measurements; Q measurement; State-space methods; Statistics;
Conference_Titel :
Information Theory, 2000. Proceedings. IEEE International Symposium on
Conference_Location :
Sorrento
Print_ISBN :
0-7803-5857-0
DOI :
10.1109/ISIT.2000.866315
