A hierarchy of convex relaxations for the total variation distance
Optimization and Control
2025-10-17 v3
Abstract
Given two measures , on Rd that satisfy Carleman's condition, we provide a numerical scheme to approximate as closely as desired the total variation distance between and . It consists of solving a sequence (hierarchy) of convex relaxations whose associated sequence of optimal values converges to the total variation distance, an additional illustration of the versatility of the Moment-SOS hierarchy. Indeed each relaxation in the hierarchy is a semidefinite program whose size increases with the number of involved moments. It has an optimal solution which is a couple of degree-2n pseudo-moments which converge, as n grows, to moments of the Hahn-Jordan decomposition of -.
Keywords
Cite
@article{arxiv.2401.01086,
title = {A hierarchy of convex relaxations for the total variation distance},
author = {Jean-Bernard Lasserre},
journal= {arXiv preprint arXiv:2401.01086},
year = {2025}
}
Comments
Mathematical Programming, Series A, In press, 8 p