paper on limited sampling

[Ines Samengo]

Dear connectionists,

the following paper may be of interest to you.
Thank you very much,
Ines.


Estimating probabilities from experimental frequencies

Ines Samengo, to be published in Physical Review E, 2002

Estimating the probability distribution 'q' governing the
behaviour of a certain variable by sampling its value a finite
number of times most typically involves an error. Successive
measurements allow the construction of a histogram, or frequency
count 'f', of each of the possible outcomes. In this work, the
probability that the true distribution be 'q', given that the
frequency count 'f' was sampled, is studied. Such a probability
may be written as a Gibbs distribution. A thermodynamic potential,
which allows an easy evaluation of the mean Kullback-Leibler divergence
between the true and measured distribution, is defined. For a large
number of samples, the expectation value of any function of 'q' is
expanded in powers of the inverse number of samples. As an example,
the moments, the entropy and the mutual information are analyzed.

http://www.cab.cnea.gov.ar/users/samengo/pub.html
 
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Ines Samengo
samengo at cab.cnea.gov.ar                   
http://www.cab.cnea.gov.ar/users/samengo/samengo.html
tel: +54 2944 445100 - fax: +54 2944 445299
Centro Atomico Bariloche
(8.400) San Carlos de Bariloche
Rio Negro, Argentina
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