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An information-theoretic proof of a finite de finetti theorem

Published version
Peer-reviewed

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Type

Article

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Authors

Gavalakis, L 
Kontoyiannis, Ioannis  ORCID logo  https://orcid.org/0000-0001-7242-6375

Abstract

A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first k random variables in an exchangeable binary vector of length nk is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided.

Description

Keywords

cs.IT, cs.IT, math.IT, math.PR

Journal Title

Electronic Communications in Probability

Conference Name

Journal ISSN

1083-589X
1083-589X

Volume Title

26

Publisher

Institute of Mathematical Statistics