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Maximizing multi–information

Nihat Ay, Andreas Knauf (2006)

Kybernetika

Stochastic interdependence of a probability distribution on a product space is measured by its Kullback–Leibler distance from the exponential family of product distributions (called multi-information). Here we investigate low-dimensional exponential families that contain the maximizers of stochastic interdependence in their closure. Based on a detailed description of the structure of probability distributions with globally maximal multi-information we obtain our main result: The exponential family...

Median for metric spaces

Nacereddine Belili, Henri Heinich (2001)

Applicationes Mathematicae

We consider a Köthe space ( , | | · | | ) of random variables (r.v.) defined on the Lebesgue space ([0,1],B,λ). We show that for any sub-σ-algebra ℱ of B and for all r.v.’s X with values in a separable finitely compact metric space (M,d) such that d(X,x) ∈ for all x ∈ M (we then write X ∈ (M)), there exists a median of X given ℱ, i.e., an ℱ-measurable r.v. Y ∈ (M) such that | | d ( X , Y ) | | ≤ | | d ( X , Z ) | | for all ℱ-measurable Z. We develop the basic theory of these medians, we show the convergence of empirical medians and we give some applications....

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