Sanov Property, Generalized $I$-Projection and a Conditional Limit Theorem

By Imre Csiszár. 1984

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Citations in the corpus

CPR: Classifier-Projection Regularization for Continual Learning (2020, methodology): “Furthermore, we show in the next section that the KL-term can be geometrically interpreted in terms of information projections (Csiszár, 1984; Cover & Thomas, 2012; Murphy, 2012), providing an additional argument (besides promoting wide local minima) for the benefit of using CPR in continual learnin”
A large deviation approach to some transportation cost inequalities (2005, background): “In other words, µA is Csisz´ar’s I-projection of µ on { 2 P(X) : (A) = 1}, see [5, 6 ]. If is such that (A) = 1, one has”
Nonequilibrium Markov Processes Conditioned on Large Deviations (2014, background): “where k is a real parameter related to the conditioning value s and W (k) is the generating function of P (x) normalizing the so-called exponentially tilted distribution Pk(x); see [17–20] for details.”
Information and Entropy Econometrics—Editor's View (2002, background): “For a detailed discussion, see the classic text by Ellis (1985) and the early work of Csiszar (1984).”
Some inequalities for information divergence and related measures of discrimination (2000, methodology): “For more specific applications of Pinsker’s inequality we can, for instance, point to Csiszar [ 11 ], Marton [28], [29], Ryabko and Topsoe [35], and Topsoe [36] for five different applications.”
APPROXIMATION OF DENSITY FUNCTIONS BY SEQUENCES OF EXPONENTIAL FAMILIES (1991, background): “The conditional limit characterization of Van Campenhout and Cover (1981) and Csiszar (1984) establishes that for large n, Pn m is the asymptotic conditional probability density function for X1 given (1/n)Ei=l4k(Xi) = ak when the unconditional density is taken to be pO.”
Information and Entropy Econometrics - A Review and Synthesis (2008, background): “set of axioms is discussed in Csiszar and Korner (1981). However, as noted by Shannon, “ .”
Connections Between Entropic and Linear Projections in Asset Pricing Estimation (2002, unknown): “A closely related large deviations interpretation of the Gibbs canonical measure is given by Conditional limit theorems, e.g. Cover and Van Campenhout (1981) and Csiszar (1984).”
Logistic Regression, AdaBoost and Bregman Distances (2000, background): “The result appears to be due to Csisz´ar [6, 7] and Topsoe [21].”