Sanov property, generalized I-projection and a conditional limit theorem
From MaRDI portal
(Redirected from Publication:796884)
empirical distributionexponential familyasymptotic behaviourconditionally asymptotically quasi-independentconvergence in information
Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Measures of information, entropy (94A17) Classical equilibrium statistical mechanics (general) (82B05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Recommendations
Cited in
(95)- Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
- Uniform long-time and propagation of chaos estimates for mean field kinetic particles in non-convex landscapes
- General properties and estimation of conditional Bernoulli models
- On the convergence of empirical distributions under partial observations
- I-projection and conditional limit theorems for discrete parameter Markov processes
- The equivalence of ensembles for lattice systems: Some examples and a counterexample
- The Pólya information divergence
- Measure concentration and the weak Pinsker property
- Exact exponent for atypicality of random quantum states
- scientific article; zbMATH DE number 2157322 (Why is no real title available?)
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Discontinuous condensation transition and nonequivalence of ensembles in a zero-range process
- From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage
- Equivalence of ensembles for two-species zero-range invariant measures
- Functional calibration estimation by the maximum entropy on the mean principle
- Recovering portfolio default intensities implied by CDO quotes
- Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Entropic projections and dominating points
- Robustifying AdaBoost by Adding the Naive Error Rate
- Coulomb gases under constraint: some theoretical and numerical results
- Connections between entropic and linear projections in asset pricing estimation
- Two divergence-rate counterexamples
- Condensation in stochastic particle systems with stationary product measures
- A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean
- Density reconstructions with errors in the data
- Bayesian methods and maximum entropy for ill-posed inverse problems
- On the maximum entropy principle for uniformly ergodic Markov chains
- Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
- Negative-temperature states and large-scale, long-lived vortices in two-dimensional turbulence
- Long-time behaviour and propagation of chaos for mean field kinetic particles
- Refinements of the Gibbs conditioning principle
- Large deviations and the maximum entropy principle for marked point random fields
- Rare Nash equilibria and the price of anarchy in large static games
- A discrete time neural network model with spiking neurons. II: Dynamics with noise
- A Gibbs Conditional Theorem under Extreme Deviation
- Discretizing distributions with exact moments: error estimate and convergence analysis
- On a cornerstone of bare-simulation distance/divergence optimization
- Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem
- An asymptotic thin shell condition and large deviations for random multidimensional projections
- Propagation of chaos in entropy
- Projection theorems and estimating equations for power-law models
- Information and entropy econometrics -- editor's view.
- Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures
- A general conditional large deviation principle
- Galton-Watson trees with vanishing martingale limit
- Abductive learning of quantized stochastic processes with probabilistic finite automata
- Projections of probability measures
- Traversing the Schrödinger bridge strait: Robert Fortet's marvelous proof redux
- Large deviations for renewal processes
- scientific article; zbMATH DE number 7415075 (Why is no real title available?)
- Schrödinger processes with unbounded or singular potentials, conditional Sanov property
- Long runs under a conditional limit distribution
- Optimal scaling of MaLa for nonlinear regression.
- On the maximum entropy principle for a class of stochastic processes
- Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
- Large-Deviations Theory and Empirical Estimator Choice
- Light tails: all summands are large when the empirical mean is large
- A large deviation approach to some transportation cost inequalities
- Multi-variate correlation and mixtures of product measures.
- Level I theory of large deviations in the ideal gas
- Closures of exponential families
- Bayesian general equilibrium
- Nonequilibrium Markov processes conditioned on large deviations
- Schrödinger processes and large deviations
- Maximum entropy solution to ill-posed inverse problems with approximately known operator
- Order conditioned independence of real random variables
- Generalized projections for non-negative functions
- Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
- Maximum probability/entropy translating of contiguous categorical observations into frequencies
- Lower tails via relative entropy
- A conditional limit theorem for high-dimensional \(\ell^p\)-spheres
- Contingency tables with prescribed marginals
- Deviations bounds and conditional principles for thin sets
- Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels
- Schrödinger's time-reversal of natural laws
- On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
- A limit theorem for one-dimensional Gibbs measures under conditions on the empirical field
- Maximum entropy methods for texture synthesis: theory and practice
- Convergence of Markov chains in information divergence
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- Minimization of entropy functionals
- Conditional principles for random weighted measures
- Computable exponential bounds for screened estimation and simulation
- Probabilistic Lambert problem: connections with optimal mass transport, Schrödinger bridge, and reaction-diffusion PDEs
- On convergence of conditional probability measures
- Large deviations and the propagation of chaos for Schrödinger processes
- Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory
- Maximum entropy on compact groups
- Entropy concentration and the empirical coding game
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Bootstrap robust prescriptive analytics
- The Gibbs principle for Markov jump processes
- Maximum entropy principles for disordered spins
This page was built for publication: Sanov property, generalized I-projection and a conditional limit theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796884)