Thinning and Information Projections
Probability
2016-01-19 v1
Abstract
In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be computed the rate is determined by the lower bounds proved in this paper. General techniques for getting lower bounds in terms of moments are developed. The results about lower bound in the Law of Thin Numbers are used to derive similar results for the Central Limit Theorem.
Cite
@article{arxiv.1601.04255,
title = {Thinning and Information Projections},
author = {Peter Harremoës and Oliver Johnson and Ioannis Kontoyiannis},
journal= {arXiv preprint arXiv:1601.04255},
year = {2016}
}