2016/10/28 by Sason, Igal, Verdú, Sergio
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Machine Learning (cs.LG) #Probability (math.PR) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1610.09110
This paper considers derivation of f-divergence inequalities via the approach of functional domination. Bounds on an f-divergence based on one or several other f-divergences are introduced, dealing with pairs of probability measures defined on arbitrary alphabets. In addition, a variety of bounds are shown to hold under boundedness assumptions on the relative information. The journal paper, which includes more approaches for the derivation of f-divergence inequalities and proofs, is available on the arXiv at https://arxiv.org/abs/1508.00335, and it has been published in the IEEE Trans. on Information Theory, vol. 62, no. 11, pp. 5973-6006, November 2016.