Some Inequalities for Information Divergence and Related Measures of Discrimination

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Topsøe, Flemming (1999) Some Inequalities for Information Divergence and Related Measures of Discrimination. RGMIA research report collection, 2 (1).


Inequalities which connect information divergence with other measures of discrimination or distance between probability distributions are used in information theory and its applications to mathematical statistics, ergodic theory and other scientific fields. We suggest new inequalities of this type. One of them is a sharpening of the well known Pinsker inequality. Our results depend on two measures of discrimination, called capacitory discrimination and triangular discrimination. The discussion contains references to related research. This concerns, in particular, Csiszar's f-divergences and the Hellinger distance.

Item type Article
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords information divergence, Pinsker's inequality, capacitory discrimination, triangular discrimination, Hellinger distance
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