Convergence of cascade tree decomposition KL divergence to zero

Let X\underline{X} be the input random vector and let XMi\underline{X}_{{\mathcal M}_i} denote the model random vector obtained after ii cascade-tree stages. Write D(fX(x)fXMi(x)){\mathcal D}(f_{\underline{X}}(\underline{x})\,||\,f_{\underline{X}_{{\mathcal M}_i}}(\underline{x})) for the Kullback–Leibler divergence between their distributions. Convergence conjecture. The KL divergence converges to 00 as the number of cascade trees ii increases. The preceding theorem establishes only that this divergence decreases and converges to a finite value; whether the limiting value is 00 is the conjectured strengthening.

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Primary source

Navid Tafaghodi Khajavi and Anthony Kuh, “Model Approximation Using Cascade of Tree Decompositions”, arXiv:1808.03504 (2018).

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