Some Upper Bounds for Relative Entropy and Applications

Dragomir, Sever S, Scholz, M. L and Sunde, J (1998) Some Upper Bounds for Relative Entropy and Applications. RGMIA research report collection, 2 (2).

Abstract

In this paper we derive some upper bounds for the relative entropy D(p || q) of two probability distribution and apply them to mutual information and entropy mapping. To achieve this we use an inequality for the logarithm function, (2.3) below, and some classical inequalities such as the Kantorovič Inequality and Diaz-Metcalf Inequality.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/17202
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 relative entropy, mutual information, log-mapping, Kantorovič inequality, Diaz-Metcalf inequality
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