A new 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 vector of $n\geq k$ random variables is close to a mixture of product distributions. Closeness is measured in terms of the relative entropy and an explicit bound is provided. This bound is tighter than those obtained via earlier information-theoretic proofs, and its utility extends to random variables taking values in general spaces. The core argument employed has its origins in the quantum information-theoretic literature.
翻译:利用基本的信息熵工具,建立了de Finetti表示定理的新有限形式。在$n\geq k$个随机变量的交换向量中,前$k$个随机变量的分布接近于一个乘积分布混合。在相对熵和显式限制方面,提供了一个明确的边界。这个界限比早期信息熵证明得到的界限更紧,其实用性扩展到了取值于一般空间的随机变量中。所用的核心论据最初来自量子信息论文献。