Kybernetika 32 no. 4, 395-407, 1996

Divergence between various estimates of quantized information sources

Domingo Morales, Leandro Pardo and Igor Vajda

Abstract:

This paper investigates the asymptotics of information-theoretic divergences between theoretical and empirical estimates and/or between nonparametric and parametric estimates of probabilistic source models. The results are applied to the source compression based on statistical estimation of unknown parameters, and to the testing hypotheses about information sources.

Classification:

81P68, 62B10, 94A29