Thinning and Information Projections

Peter Harremoës; Oliver Johnson; Ioannis Kontoyiannis

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arXiv · 1601.04255

Thinning and Information Projections

Peter Harremoës·Oliver Johnson·Ioannis Kontoyiannis

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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.

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Peter Harremoës, Oliver Johnson, Ioannis Kontoyiannis. 2016-01-17. Thinning and Information Projections. https://arxiv.org/abs/1601.04255

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