The partition-model conjecture for optimally approximating exponential families

Let NN be the size of the finite sample space and let kk be the dimension of an exponential family. For a class H\mathcal{H} of exponential families, define

DN,k(H)=min{maxDE:EH is an exponential family of dimension k on [N]}.D_{N,k}(\mathcal{H})=\min\left\{\max D_{\mathcal{E}}:\mathcal{E}\in\mathcal{H}\text{ is an exponential family of dimension }k\text{ on }[N]\right\}.

In particular, let DN,kD_{N,k} denote the corresponding quantity for the class of exponential families containing the uniform distribution. A partition-model conjecture.

DN,k=logNk+1,D_{N,k}=\log\left\lceil\frac{N}{k+1}\right\rceil,

and the dimension-DN,kD_{N,k}-optimal exponential families containing the uniform distribution are partition models.

Partition models consist of probability measures whose restriction to each block of a fixed partition of the sample space is uniform. The conjecture identifies the optimal approximation error and asserts that all optimal families in the uniform-reference class have this structure.

Sources & referencesView supporting material

Primary source

Johannes Rauh, “Optimally approximating exponential families”, arXiv:1111.0483 (2011).

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